+159.8%
XLB vs MXL
+313.4%
-153.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.2% | -0.5% |
| 7D | -2.8% | +18.9% | -21.7% | -4.9% |
| 30D | -3.1% | +0.3% | -3.4% | -3.6% |
| 3M | -0.2% | -8.0% | +7.9% | -2.2% |
| 6M | +3.1% | +341.2% | -338.2% | -24.3% |
| YTD | +13.3% | +327.8% | -314.6% | -16.8% |
| 1Y | +12.0% | +364.9% | -352.9% | -19.7% |
| 3Y | +31.4% | +229.2% | -197.8% | -9.5% |
| 5Y | +33.9% | +42.8% | -8.8% | +2.7% |
| All | +159.8% | +313.4% | -153.5% | +35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling