+113.9%
SOXX vs MXL
+316.6%
-202.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +2.3% |
| 7D | +2.2% | +1.6% | +0.6% | +1.8% |
| 30D | -2.0% | -7.0% | +5.0% | -1.1% |
| 3M | -13.7% | -33.4% | +19.7% | -8.4% |
| 6M | +52.4% | +260.2% | -207.8% | +2.6% |
| YTD | +72.8% | +260.0% | -187.1% | +15.7% |
| 1Y | +113.9% | +303.5% | -189.6% | +35.3% |
| All | +113.9% | +316.6% | -202.7% | +35.3% |
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