-5.8%
XLC vs MXL
+276.5%
-282.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -11.1% | +14.6% | +3.3% |
| 7D | +1.8% | -24.3% | +26.1% | +1.5% |
| 30D | -6.0% | -46.1% | +40.2% | -6.6% |
| 3M | -6.0% | -21.8% | +15.8% | -6.0% |
| 6M | -9.1% | -27.2% | +18.2% | -9.1% |
| YTD | -10.0% | +226.2% | -236.2% | -13.3% |
| 1Y | -5.8% | +297.0% | -302.8% | -11.6% |
| All | -5.8% | +276.5% | -282.3% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling