+1,128.3%
PSX vs MXL
+1,298.0%
-169.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.2% | -0.5% |
| 7D | +1.5% | +16.6% | -15.1% | -0.6% |
| 30D | +15.8% | +0.5% | +15.4% | +15.1% |
| 3M | +43.0% | -3.6% | +46.6% | +38.4% |
| 6M | +61.1% | +328.0% | -266.9% | +17.0% |
| YTD | +104.5% | +297.8% | -193.3% | +49.5% |
| 1Y | +102.5% | +339.4% | -236.9% | +44.0% |
| 3Y | +133.5% | +201.7% | -68.3% | +61.1% |
| 5Y | +367.0% | +32.8% | +334.2% | +251.7% |
| 10Y | +382.3% | +274.8% | +107.5% | +163.0% |
| All | +1,128.3% | +1,298.0% | -169.6% | +397.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling