+1,171.9%
TMO vs MXL
+315.4%
+856.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.5% | -6.4% | +0.3% |
| 7D | -0.6% | +18.9% | -19.5% | -2.6% |
| 30D | +1.1% | +0.3% | +0.8% | +0.6% |
| 3M | +28.3% | -8.0% | +36.4% | +25.9% |
| 6M | +23.3% | +341.2% | -318.0% | -6.5% |
| YTD | +5.5% | +327.8% | -322.4% | -20.1% |
| 1Y | +24.5% | +364.9% | -340.4% | -7.5% |
| 3Y | +19.6% | +229.2% | -209.7% | -14.6% |
| 5Y | +8.1% | +42.8% | -34.7% | -15.3% |
| 10Y | +336.7% | +303.1% | +33.6% | +160.9% |
| All | +1,171.9% | +315.4% | +856.4% | +585.5% |
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