+40.7%
XLC vs MXL
-19.3%
+60.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.4% | +1.4% |
| 7D | +3.7% | +13.4% | -9.7% | +2.7% |
| 30D | -1.9% | -29.2% | +27.3% | -0.1% |
| 3M | -3.1% | -27.2% | +24.1% | -2.3% |
| 6M | -6.4% | -36.4% | +30.1% | -6.5% |
| YTD | -6.8% | +220.0% | -226.9% | -26.2% |
| 1Y | -1.7% | +304.8% | -306.5% | -24.9% |
| 3Y | +64.7% | +238.5% | -173.8% | +15.6% |
| All | +40.7% | -19.3% | +60.0% | +28.4% |
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 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