+282.2%
XLE vs MXL
+234.0%
+48.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.4% | -9.5% | +0.5% |
| 7D | -0.2% | +5.5% | -5.7% | -1.4% |
| 30D | -4.0% | -32.6% | +28.6% | -0.4% |
| 3M | +4.6% | -13.1% | +17.8% | +3.6% |
| 6M | +12.3% | -41.4% | +53.7% | +13.4% |
| YTD | +44.5% | +243.9% | -199.4% | +5.4% |
| 1Y | +42.4% | +305.1% | -262.7% | +0.7% |
| 3Y | +67.0% | +260.1% | -193.0% | +8.8% |
| 5Y | +161.9% | -12.1% | +174.0% | +108.7% |
| 10Y | +173.9% | +182.8% | -8.9% | +53.5% |
| All | +282.2% | +234.0% | +48.2% | +86.5% |
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 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