+64.3%
XLF vs MXL
+40.1%
+24.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.9% | +0.2% |
| 7D | -1.5% | +18.9% | -20.3% | -2.6% |
| 30D | -1.2% | +0.3% | -1.5% | -1.4% |
| 3M | +9.2% | -8.0% | +17.2% | +7.8% |
| 6M | +16.3% | +341.2% | -324.9% | -4.9% |
| YTD | +5.4% | +327.8% | -322.4% | -13.9% |
| 1Y | +7.6% | +364.9% | -357.3% | -13.6% |
| 3Y | +74.2% | +229.2% | -155.0% | +35.6% |
| All | +64.3% | +40.1% | +24.2% | +41.8% |
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