+3,343.4%
STX vs MXL
+313.4%
+3,030.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.5% | -11.3% | -5.6% |
| 7D | -2.3% | +18.9% | -21.1% | -6.5% |
| 30D | -5.5% | +0.3% | -5.8% | -5.8% |
| 3M | -4.3% | -8.0% | +3.7% | -4.1% |
| 6M | +115.6% | +341.2% | -225.6% | +37.4% |
| YTD | +202.2% | +327.8% | -125.6% | +94.2% |
| 1Y | +325.3% | +364.9% | -39.6% | +165.2% |
| 3Y | +1,283.9% | +229.2% | +1,054.7% | +729.1% |
| 5Y | +1,048.3% | +42.8% | +1,005.5% | +706.1% |
| All | +3,343.4% | +313.4% | +3,030.1% | +1,555.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling