+248.8%
XLF vs MXL
+313.4%
-64.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.9% | -0.2% |
| 7D | -1.5% | +18.9% | -20.3% | -3.4% |
| 30D | -1.2% | +0.3% | -1.5% | -1.7% |
| 3M | +9.2% | -8.0% | +17.2% | +7.0% |
| 6M | +16.3% | +341.2% | -324.9% | -14.2% |
| YTD | +5.4% | +327.8% | -322.4% | -22.2% |
| 1Y | +7.6% | +364.9% | -357.3% | -22.5% |
| 3Y | +74.2% | +229.2% | -155.0% | +20.4% |
| 5Y | +66.1% | +42.8% | +23.4% | +27.9% |
| All | +248.8% | +313.4% | -64.5% | +77.9% |
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