+177.8%
XLE vs MXL
+313.4%
-135.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.2% | -0.6% |
| 7D | +1.7% | +18.9% | -17.2% | -0.5% |
| 30D | +6.7% | +0.3% | +6.4% | +6.1% |
| 3M | +14.9% | -8.0% | +22.9% | +12.4% |
| 6M | +15.9% | +341.2% | -325.3% | -15.8% |
| YTD | +47.7% | +327.8% | -280.1% | +7.1% |
| 1Y | +50.7% | +364.9% | -314.2% | +6.5% |
| 3Y | +57.9% | +229.2% | -171.3% | +6.8% |
| 5Y | +227.0% | +42.8% | +184.2% | +145.5% |
| All | +177.8% | +313.4% | -135.5% | +29.5% |
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