+91.5%
USB vs MXL
+188.6%
-97.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.0% | -11.5% | -1.1% |
| 7D | 0.0% | -27.1% | +27.1% | +1.6% |
| 30D | +5.8% | -54.2% | +60.0% | +10.3% |
| 3M | -6.0% | -29.9% | +24.0% | -5.2% |
| 6M | +7.8% | -39.5% | +47.2% | +7.5% |
| YTD | +14.6% | +182.2% | -167.6% | -7.3% |
| 1Y | +31.8% | +231.8% | -200.1% | +3.9% |
| 3Y | +91.5% | +195.9% | -104.4% | +27.5% |
| All | +91.5% | +188.6% | -97.1% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling