+32.5%
XLB vs MXL
+209.6%
-177.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.6% | -1.4% |
| 7D | -2.9% | +19.0% | -21.9% | -3.7% |
| 30D | -3.4% | +4.5% | -7.9% | -3.7% |
| 3M | +1.6% | -1.5% | +3.1% | +0.3% |
| 6M | +3.6% | +348.6% | -345.0% | -10.9% |
| YTD | +14.2% | +310.3% | -296.0% | -1.2% |
| 1Y | +15.6% | +344.7% | -329.1% | -1.2% |
| All | +32.5% | +209.6% | -177.0% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling