+648.6%
XLI vs MXL
+298.4%
+350.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.5% | -9.0% | -2.5% |
| 7D | -0.6% | +19.0% | -19.6% | -2.8% |
| 30D | -6.9% | +4.5% | -11.4% | -7.9% |
| 3M | -1.9% | -1.5% | -0.4% | -4.6% |
| 6M | +1.0% | +348.6% | -347.6% | -25.5% |
| YTD | +11.3% | +310.3% | -298.9% | -17.2% |
| 1Y | +15.8% | +344.7% | -328.9% | -15.6% |
| 3Y | +69.8% | +211.2% | -141.4% | +19.8% |
| 5Y | +80.9% | +34.8% | +46.0% | +39.6% |
| 10Y | +257.2% | +286.5% | -29.3% | +107.4% |
| All | +648.6% | +298.4% | +350.3% | +296.6% |
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