+300.0%
USB vs MXL
+249.5%
+50.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -1.0% |
| 7D | +1.4% | +1.6% | -0.2% | +1.2% |
| 30D | -1.3% | -7.0% | +5.7% | -0.9% |
| 3M | +15.2% | -33.4% | +48.6% | +17.6% |
| 6M | +18.8% | +260.2% | -241.3% | -13.2% |
| YTD | +21.0% | +260.0% | -238.9% | -12.0% |
| 1Y | +34.0% | +303.5% | -269.5% | -5.4% |
| 3Y | +95.3% | +160.4% | -65.1% | +35.8% |
| 5Y | +40.4% | +14.7% | +25.7% | +7.2% |
| 10Y | +107.3% | +215.6% | -108.3% | +17.0% |
| All | +300.0% | +249.5% | +50.5% | +98.2% |
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