+179.2%
XLE vs MXL
+161.9%
+17.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +1.6% |
| 7D | +5.4% | +13.4% | -8.0% | +3.7% |
| 30D | -3.9% | -29.2% | +25.3% | -1.1% |
| 3M | +7.0% | -27.2% | +34.2% | +8.3% |
| 6M | +14.2% | -36.4% | +50.6% | +13.9% |
| YTD | +48.2% | +220.0% | -171.9% | +8.7% |
| 1Y | +47.7% | +304.8% | -257.1% | +3.7% |
| 3Y | +70.0% | +238.5% | -168.5% | +9.5% |
| 5Y | +169.1% | -18.8% | +187.9% | +122.2% |
| All | +179.2% | +161.9% | +17.3% | +38.7% |
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