+227.7%
XLE vs MXL
+34.9%
+192.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.7% | +0.4% |
| 7D | +0.3% | +19.0% | -18.7% | -0.7% |
| 30D | +8.5% | +4.5% | +4.0% | +8.0% |
| 3M | +14.6% | -1.5% | +16.1% | +12.8% |
| 6M | +17.6% | +348.6% | -331.1% | -1.1% |
| YTD | +48.1% | +310.3% | -262.2% | +25.2% |
| 1Y | +53.8% | +344.7% | -290.9% | +28.1% |
| 3Y | +56.2% | +211.2% | -155.0% | +27.0% |
| 5Y | +227.7% | +34.8% | +192.9% | +185.2% |
| All | +227.7% | +34.9% | +192.8% | +185.2% |
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