+2,521.4%
PWR vs MXL
+313.4%
+2,208.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.5% | -2.4% | +3.7% |
| 7D | +4.2% | +18.9% | -14.7% | +0.7% |
| 30D | -4.0% | +0.3% | -4.4% | -4.7% |
| 3M | -4.8% | -8.0% | +3.3% | -6.0% |
| 6M | +14.6% | +341.2% | -326.6% | -24.4% |
| YTD | +54.2% | +327.8% | -273.6% | +1.9% |
| 1Y | +67.1% | +364.9% | -297.8% | +7.4% |
| 3Y | +218.5% | +229.2% | -10.8% | +97.5% |
| 5Y | +466.3% | +42.8% | +423.5% | +305.3% |
| All | +2,521.4% | +313.4% | +2,208.1% | +1,143.7% |
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