+141.4%
XLC vs MXL
+288.9%
-147.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.0% | -6.4% | -1.1% |
| 7D | +0.6% | +15.5% | -14.9% | -1.1% |
| 30D | +0.2% | -11.3% | +11.6% | +1.1% |
| 3M | +0.6% | -16.1% | +16.8% | -0.5% |
| 6M | -4.5% | +323.0% | -327.5% | -30.0% |
| YTD | -4.7% | +281.5% | -286.2% | -29.4% |
| 1Y | -1.7% | +319.3% | -320.9% | -29.0% |
| 3Y | +72.3% | +189.4% | -117.1% | +19.9% |
| 5Y | +37.8% | +26.0% | +11.8% | +8.3% |
| All | +141.4% | +288.9% | -147.5% | +24.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling