+52.5%
SOXX vs MXL
+276.5%
-224.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -11.1% | +8.0% | -0.6% |
| 7D | -13.7% | -24.3% | +10.6% | -8.2% |
| 30D | -23.6% | -46.1% | +22.5% | -13.0% |
| 3M | -16.9% | -21.8% | +4.9% | -13.6% |
| 6M | -2.4% | -27.2% | +24.8% | +1.9% |
| YTD | +49.8% | +226.2% | -176.3% | -1.4% |
| 1Y | +52.5% | +297.0% | -244.5% | -9.6% |
| All | +52.5% | +276.5% | -224.0% | -9.6% |
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 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