+24.5%
TMO vs MXL
+366.1%
-341.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.5% | -6.4% | +1.1% |
| 7D | -0.6% | +18.9% | -19.5% | -0.6% |
| 30D | +1.1% | +0.3% | +0.8% | +1.1% |
| 3M | +28.3% | -8.0% | +36.4% | +28.0% |
| 6M | +23.3% | +341.2% | -318.0% | +12.9% |
| YTD | +5.5% | +327.8% | -322.4% | -3.5% |
| 1Y | +24.5% | +364.9% | -340.4% | +12.9% |
| All | +24.5% | +366.1% | -341.5% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling