+378.1%
PSX vs MXL
+313.4%
+64.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.2% | -0.6% |
| 7D | +1.7% | +18.9% | -17.1% | -0.6% |
| 30D | +15.6% | +0.3% | +15.3% | +14.9% |
| 3M | +46.5% | -8.0% | +54.5% | +42.8% |
| 6M | +55.0% | +341.2% | -286.2% | +10.6% |
| YTD | +105.3% | +327.8% | -222.5% | +46.4% |
| 1Y | +101.6% | +364.9% | -263.3% | +40.0% |
| 3Y | +134.1% | +229.2% | -95.1% | +56.1% |
| 5Y | +368.7% | +42.8% | +325.9% | +245.4% |
| All | +378.1% | +313.4% | +64.7% | +119.9% |
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