-21.5%
PINS vs MXL
+102.0%
-123.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +1.2% |
| 7D | +1.0% | +13.4% | -12.4% | -1.9% |
| 30D | -12.0% | -29.2% | +17.2% | -7.5% |
| 3M | -17.9% | -27.2% | +9.3% | -16.3% |
| 6M | -1.0% | -36.4% | +35.4% | -2.7% |
| YTD | -26.0% | +220.0% | -246.1% | -59.1% |
| 1Y | -28.5% | +304.8% | -333.3% | -63.5% |
| 3Y | -39.2% | +238.5% | -277.7% | -74.2% |
| 5Y | -58.3% | -18.8% | -39.6% | -69.7% |
| All | -21.5% | +102.0% | -123.5% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling