+32.4%
USB vs MXL
+299.7%
-267.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.4% | -11.5% | -0.2% |
| 7D | -0.5% | +5.5% | -6.0% | -0.6% |
| 30D | +5.7% | -32.6% | +38.3% | +5.9% |
| 3M | -4.7% | -13.1% | +8.4% | -4.8% |
| 6M | +13.4% | -41.4% | +54.8% | +13.1% |
| YTD | +17.0% | +243.9% | -226.9% | +1.2% |
| 1Y | +32.4% | +305.1% | -272.7% | +9.5% |
| All | +32.4% | +299.7% | -267.3% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling