+476.2%
STX vs MXL
-19.3%
+495.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.4% | +2.3% | -1.7% |
| 7D | +14.6% | +13.4% | +1.2% | +11.2% |
| 30D | -26.0% | -29.2% | +3.3% | -19.7% |
| 3M | -42.6% | -27.2% | -15.4% | -39.3% |
| 6M | -35.3% | -36.4% | +1.2% | -30.7% |
| YTD | +92.5% | +220.0% | -127.6% | +33.5% |
| 1Y | +102.4% | +304.8% | -202.4% | +32.4% |
| 3Y | +673.8% | +238.5% | +435.4% | +361.2% |
| All | +476.2% | -19.3% | +495.4% | +378.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling