+9.4%
USB vs MXL
-44.6%
+54.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -22.1% | +20.0% | -2.1% |
| 7D | -1.5% | -38.1% | +36.7% | -1.6% |
| 30D | +4.3% | -59.5% | +63.8% | +4.3% |
| 3M | -6.1% | -34.3% | +28.2% | -6.3% |
| 6M | +9.4% | -45.8% | +55.2% | +7.4% |
| All | +9.4% | -44.6% | +54.0% | +7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling