+14.4%
XLF vs MXL
+363.1%
-348.8%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -8.0% | -0.3% |
| 7D | -1.0% | +19.0% | -20.0% | -0.8% |
| 30D | -1.3% | +4.5% | -5.8% | -1.2% |
| 3M | +9.1% | -1.5% | +10.7% | +9.1% |
| 6M | +14.4% | +348.6% | -334.3% | +6.3% |
| All | +14.4% | +363.1% | -348.8% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling