+788.5%
XLK vs MXL
+313.4%
+475.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.2% | -0.2% |
| 7D | +0.2% | +18.9% | -18.6% | -3.4% |
| 30D | -0.6% | +0.3% | -1.0% | -1.4% |
| 3M | +2.6% | -8.0% | +10.6% | +0.5% |
| 6M | +34.0% | +341.2% | -307.3% | -15.1% |
| YTD | +30.7% | +327.8% | -297.2% | -17.2% |
| 1Y | +39.2% | +364.9% | -325.7% | -14.6% |
| 3Y | +120.4% | +229.2% | -108.8% | +29.5% |
| 5Y | +148.8% | +42.8% | +106.0% | +72.5% |
| All | +788.5% | +313.4% | +475.1% | +303.4% |
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