+287.9%
XLE vs MXL
+228.5%
+59.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.7% |
| 7D | +4.4% | +33.1% | -28.7% | +0.5% |
| 30D | -4.3% | -33.5% | +29.2% | -0.5% |
| 3M | +6.0% | -20.7% | +26.7% | +6.3% |
| 6M | +13.2% | -35.9% | +49.1% | +12.9% |
| YTD | +46.7% | +238.3% | -191.5% | +7.2% |
| 1Y | +46.6% | +296.2% | -249.6% | +4.0% |
| 3Y | +69.6% | +254.1% | -184.5% | +10.7% |
| 5Y | +166.5% | -14.1% | +180.7% | +113.1% |
| 10Y | +178.0% | +178.1% | -0.1% | +56.2% |
| All | +287.9% | +228.5% | +59.5% | +89.7% |
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 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