+84.9%
USB vs MXL
+144.7%
-59.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.1% |
| 7D | +1.4% | -15.9% | +17.3% | +3.0% |
| 30D | +6.4% | -44.0% | +50.4% | +12.9% |
| 3M | -4.5% | -21.3% | +16.9% | -4.2% |
| 6M | +11.4% | -46.1% | +57.4% | +13.6% |
| YTD | +17.1% | +208.8% | -191.7% | -15.7% |
| 1Y | +32.6% | +255.5% | -223.0% | -7.3% |
| 3Y | +101.8% | +223.3% | -121.5% | +29.1% |
| 5Y | +25.1% | -18.1% | +43.2% | -0.2% |
| 10Y | +84.9% | +159.9% | -75.1% | -7.0% |
| All | +84.9% | +144.7% | -59.8% | -7.0% |
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