+143.7%
XLC vs MXL
+336.1%
-192.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.6% | +0.1% |
| 7D | +0.5% | +18.9% | -18.3% | -1.5% |
| 30D | +2.1% | +0.3% | +1.8% | +1.6% |
| 3M | +0.7% | -8.0% | +8.7% | -1.4% |
| 6M | -3.2% | +341.2% | -344.4% | -29.1% |
| YTD | -3.8% | +327.8% | -331.6% | -29.6% |
| 1Y | -2.0% | +364.9% | -366.9% | -30.1% |
| 3Y | +71.4% | +229.2% | -157.9% | +17.3% |
| 5Y | +40.7% | +42.8% | -2.1% | +8.9% |
| All | +143.7% | +336.1% | -192.4% | +24.4% |
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