+69.7%
XLC vs MXL
+200.2%
-130.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.7% |
| 7D | -1.7% | +16.6% | -18.3% | -2.2% |
| 30D | +0.2% | +0.5% | -0.3% | 0.0% |
| 3M | +0.7% | -3.6% | +4.3% | -0.4% |
| 6M | -4.5% | +328.0% | -332.5% | -17.1% |
| YTD | -4.7% | +297.8% | -302.6% | -17.1% |
| 1Y | -1.5% | +339.4% | -340.9% | -15.6% |
| All | +69.7% | +200.2% | -130.5% | +44.8% |
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 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