+1,376.8%
STX vs MXL
+209.6%
+1,167.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.5% | -9.6% | -3.7% |
| 7D | +9.6% | +19.0% | -9.4% | +5.5% |
| 30D | +10.6% | +4.5% | +6.1% | +9.6% |
| 3M | +4.8% | -1.5% | +6.3% | +4.4% |
| 6M | +137.3% | +348.6% | -211.4% | +65.1% |
| YTD | +222.5% | +310.3% | -87.8% | +129.3% |
| 1Y | +366.2% | +344.7% | +21.5% | +223.3% |
| All | +1,376.8% | +209.6% | +1,167.3% | +900.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling