+12.3%
QQQ vs MXL
+276.5%
-264.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -11.1% | +12.1% | +1.9% |
| 7D | -4.6% | -24.3% | +19.7% | -2.5% |
| 30D | -8.5% | -46.1% | +37.6% | -4.3% |
| 3M | -4.3% | -21.8% | +17.5% | -3.2% |
| 6M | +3.1% | -27.2% | +30.3% | +3.7% |
| YTD | +13.0% | +226.2% | -213.1% | -5.7% |
| 1Y | +12.3% | +297.0% | -284.7% | -11.2% |
| All | +12.3% | +276.5% | -264.2% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling