+81.3%
USB vs MXL
+161.9%
-80.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | +1.5% |
| 7D | +2.6% | +13.4% | -10.8% | +0.8% |
| 30D | +8.4% | -29.2% | +37.6% | +11.7% |
| 3M | -5.5% | -27.2% | +21.7% | -4.3% |
| 6M | +17.7% | -36.4% | +54.1% | +17.4% |
| YTD | +17.6% | +220.0% | -202.5% | -15.8% |
| 1Y | +33.9% | +304.8% | -270.9% | -8.5% |
| 3Y | +103.8% | +238.5% | -134.6% | +29.4% |
| 5Y | +25.6% | -18.8% | +44.4% | +0.7% |
| All | +81.3% | +161.9% | -80.6% | -9.2% |
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