+74.2%
XLF vs MXL
+222.8%
-148.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.9% | +0.4% |
| 7D | -1.5% | +18.9% | -20.3% | -2.1% |
| 30D | -1.2% | +0.3% | -1.5% | -1.3% |
| 3M | +9.2% | -8.0% | +17.2% | +8.4% |
| 6M | +16.3% | +341.2% | -324.9% | +1.9% |
| YTD | +5.4% | +327.8% | -322.4% | -7.6% |
| 1Y | +7.6% | +364.9% | -357.3% | -6.8% |
| 3Y | +74.2% | +229.2% | -155.0% | +47.9% |
| All | +74.2% | +222.8% | -148.6% | +47.9% |
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 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