+65.8%
XLE vs MXL
+262.9%
-197.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.4% | -9.5% | +1.5% |
| 7D | -0.2% | +5.5% | -5.7% | -0.5% |
| 30D | -4.0% | -32.6% | +28.6% | -3.1% |
| 3M | +4.6% | -13.1% | +17.8% | +4.2% |
| 6M | +12.3% | -41.4% | +53.7% | +12.6% |
| YTD | +44.5% | +243.9% | -199.4% | +27.8% |
| 1Y | +42.4% | +305.1% | -262.7% | +24.0% |
| All | +65.8% | +262.9% | -197.1% | +32.1% |
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