+1,600.4%
QQQ vs MXL
+286.3%
+1,314.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +2.0% | -0.6% |
| 7D | -1.3% | +16.6% | -17.9% | -3.8% |
| 30D | -1.4% | +0.5% | -1.8% | -2.1% |
| 3M | +2.3% | -3.6% | +5.9% | -0.5% |
| 6M | +16.9% | +328.0% | -311.1% | -19.0% |
| YTD | +15.6% | +297.8% | -282.2% | -19.2% |
| 1Y | +22.6% | +339.4% | -316.8% | -16.8% |
| 3Y | +93.5% | +201.7% | -108.2% | +27.8% |
| 5Y | +93.9% | +32.8% | +61.1% | +44.3% |
| 10Y | +564.6% | +274.8% | +289.8% | +275.8% |
| All | +1,600.4% | +286.3% | +1,314.1% | +784.5% |
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