+489.9%
XLF vs MXL
+298.4%
+191.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -8.0% | -1.4% |
| 7D | -1.0% | +19.0% | -20.0% | -3.3% |
| 30D | -1.3% | +4.5% | -5.8% | -2.4% |
| 3M | +9.1% | -1.5% | +10.7% | +5.6% |
| 6M | +14.4% | +348.6% | -334.3% | -17.5% |
| YTD | +5.1% | +310.3% | -305.2% | -23.5% |
| 1Y | +8.6% | +344.7% | -336.1% | -22.7% |
| 3Y | +74.4% | +211.2% | -136.7% | +19.5% |
| 5Y | +64.4% | +34.8% | +29.5% | +24.4% |
| 10Y | +251.6% | +286.5% | -34.9% | +93.4% |
| All | +489.9% | +298.4% | +191.5% | +181.5% |
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