+253.9%
XLI vs MXL
+313.4%
-59.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.5% | -6.5% | +0.2% |
| 7D | -1.7% | +18.9% | -20.5% | -3.8% |
| 30D | -7.3% | +0.3% | -7.6% | -7.7% |
| 3M | -1.3% | -8.0% | +6.7% | -3.0% |
| 6M | +2.2% | +341.2% | -339.0% | -24.3% |
| YTD | +11.7% | +327.8% | -316.1% | -17.3% |
| 1Y | +14.3% | +364.9% | -350.6% | -17.3% |
| 3Y | +70.3% | +229.2% | -158.9% | +18.7% |
| 5Y | +82.3% | +42.8% | +39.5% | +40.6% |
| All | +253.9% | +313.4% | -59.5% | +86.5% |
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 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