+280.7%
USB vs MXL
+146.9%
+133.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -22.1% | +20.0% | +0.8% |
| 7D | -1.5% | -38.1% | +36.7% | +4.3% |
| 30D | +4.3% | -59.5% | +63.8% | +15.9% |
| 3M | -6.1% | -34.3% | +28.2% | -3.4% |
| 6M | +9.4% | -45.8% | +55.2% | +11.1% |
| YTD | +15.2% | +154.2% | -139.0% | -14.3% |
| 1Y | +32.8% | +192.1% | -159.3% | -3.8% |
| 3Y | +91.3% | +160.0% | -68.7% | +28.7% |
| 5Y | +22.7% | -34.5% | +57.1% | +0.2% |
| 10Y | +97.0% | +134.2% | -37.2% | +13.1% |
| All | +280.7% | +146.9% | +133.9% | +93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling