+89.2%
USB vs MXL
+171.0%
-81.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +13.7% | -11.2% | +0.9% |
| 7D | +0.8% | -8.8% | +9.6% | +1.3% |
| 30D | +6.8% | -41.9% | +48.6% | +12.8% |
| 3M | -3.8% | -25.4% | +21.7% | -2.8% |
| 6M | +11.7% | -44.0% | +55.7% | +13.5% |
| YTD | +17.5% | +220.8% | -203.3% | -15.8% |
| 1Y | +33.8% | +278.8% | -245.0% | -7.3% |
| 3Y | +104.2% | +249.4% | -145.2% | +29.1% |
| 5Y | +26.4% | -17.3% | +43.8% | +1.1% |
| 10Y | +89.2% | +156.7% | -67.5% | -3.8% |
| All | +89.2% | +171.0% | -81.8% | -3.8% |
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