+521.4%
XEL vs MXL
+286.3%
+235.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.9% |
| 7D | -1.2% | +16.6% | -17.9% | -1.8% |
| 30D | -2.9% | +0.5% | -3.4% | -3.0% |
| 3M | -2.7% | -3.6% | +0.9% | -3.5% |
| 6M | -6.5% | +328.0% | -334.5% | -14.5% |
| YTD | +3.6% | +297.8% | -294.2% | -5.0% |
| 1Y | +7.5% | +339.4% | -331.9% | -2.2% |
| 3Y | +46.3% | +201.7% | -155.4% | +31.5% |
| 5Y | +30.5% | +32.8% | -2.2% | +20.8% |
| 10Y | +151.4% | +274.8% | -123.4% | +101.7% |
| All | +521.4% | +286.3% | +235.1% | +378.0% |
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