+142.5%
XLC vs MXL
+266.9%
-124.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.8% |
| 7D | -0.8% | +1.6% | -2.5% | -1.1% |
| 30D | +1.0% | -7.0% | +8.0% | +1.3% |
| 3M | -0.7% | -33.4% | +32.7% | +0.9% |
| 6M | -5.1% | +260.2% | -265.3% | -28.8% |
| YTD | -4.3% | +260.0% | -264.2% | -28.6% |
| 1Y | -0.6% | +303.5% | -304.0% | -28.0% |
| 3Y | +72.7% | +160.4% | -87.7% | +22.2% |
| 5Y | +38.0% | +14.7% | +23.3% | +10.1% |
| All | +142.5% | +266.9% | -124.4% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling