+33.4%
XLB vs MXL
+29.7%
+3.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -1.0% |
| 7D | -3.5% | +16.6% | -20.2% | -4.7% |
| 30D | -4.7% | +0.5% | -5.1% | -5.0% |
| 3M | +2.7% | -3.6% | +6.3% | +0.8% |
| 6M | +2.6% | +328.0% | -325.4% | -17.5% |
| YTD | +12.8% | +297.8% | -285.0% | -8.8% |
| 1Y | +14.0% | +339.4% | -325.5% | -9.7% |
| 3Y | +31.5% | +201.7% | -170.3% | +1.4% |
| 5Y | +33.4% | +32.8% | +0.7% | +13.1% |
| All | +33.4% | +29.7% | +3.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling