+1,503.2%
TXN vs MXL
+286.3%
+1,216.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +2.0% | -0.4% |
| 7D | +2.0% | +16.6% | -14.7% | -1.4% |
| 30D | -8.0% | +0.5% | -8.4% | -8.7% |
| 3M | -7.8% | -3.6% | -4.1% | -10.4% |
| 6M | +32.4% | +328.0% | -295.6% | -16.6% |
| YTD | +51.7% | +297.8% | -246.1% | -3.3% |
| 1Y | +44.3% | +339.4% | -295.1% | -11.2% |
| 3Y | +71.3% | +201.7% | -130.5% | +2.1% |
| 5Y | +56.4% | +32.8% | +23.7% | +8.0% |
| 10Y | +410.2% | +274.8% | +135.4% | +151.8% |
| All | +1,503.2% | +286.3% | +1,216.9% | +614.6% |
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