+8,106.5%
STX vs MXL
+249.5%
+7,856.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.5% | +0.8% | +5.1% |
| 7D | +2.4% | +1.6% | +0.7% | +2.0% |
| 30D | +1.4% | -7.0% | +8.4% | +2.9% |
| 3M | -8.2% | -33.4% | +25.2% | -1.2% |
| 6M | +127.0% | +260.2% | -133.1% | +57.3% |
| YTD | +209.1% | +260.0% | -50.8% | +114.4% |
| 1Y | +365.4% | +303.5% | +62.0% | +212.1% |
| 3Y | +1,135.4% | +160.4% | +974.9% | +719.8% |
| 5Y | +991.5% | +14.7% | +976.8% | +726.1% |
| 10Y | +3,695.8% | +215.6% | +3,480.2% | +1,988.3% |
| All | +8,106.5% | +249.5% | +7,856.9% | +4,148.5% |
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 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