+72.4%
UBER vs MXL
+197.1%
-124.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.5% | -8.8% | -2.7% |
| 7D | -5.4% | +18.9% | -24.3% | -8.9% |
| 30D | -4.9% | +0.3% | -5.2% | -5.9% |
| 3M | +3.0% | -8.0% | +11.1% | -1.4% |
| 6M | -4.4% | +341.2% | -345.6% | -46.5% |
| YTD | -12.3% | +327.8% | -340.1% | -51.0% |
| 1Y | -24.3% | +364.9% | -389.2% | -59.5% |
| 3Y | +46.4% | +229.2% | -182.8% | -27.9% |
| 5Y | +79.7% | +42.8% | +36.9% | +14.1% |
| All | +72.4% | +197.1% | -124.7% | -48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling