+3,699.0%
SOXX vs MXL
+315.4%
+3,383.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.5% | -5.7% | -0.3% |
| 7D | +1.4% | +18.9% | -17.5% | -3.7% |
| 30D | -3.6% | +0.3% | -3.9% | -4.5% |
| 3M | -10.2% | -8.0% | -2.1% | -11.2% |
| 6M | +54.2% | +341.2% | -287.0% | -14.0% |
| YTD | +75.2% | +327.8% | -252.6% | -1.9% |
| 1Y | +107.5% | +364.9% | -257.4% | +12.0% |
| 3Y | +226.8% | +229.2% | -2.5% | +71.3% |
| 5Y | +251.2% | +42.8% | +208.5% | +127.9% |
| 10Y | +1,567.6% | +303.1% | +1,264.6% | +646.8% |
| All | +3,699.0% | +315.4% | +3,383.6% | +1,457.1% |
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