+1,914.3%
XLK vs MXL
+315.4%
+1,598.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.2% | -0.1% |
| 7D | +0.2% | +18.9% | -18.6% | -3.0% |
| 30D | -0.6% | +0.3% | -1.0% | -1.3% |
| 3M | +2.6% | -8.0% | +10.6% | +0.8% |
| 6M | +34.0% | +341.2% | -307.3% | -9.9% |
| YTD | +30.7% | +327.8% | -297.2% | -12.0% |
| 1Y | +39.2% | +364.9% | -325.7% | -8.8% |
| 3Y | +120.4% | +229.2% | -108.8% | +40.0% |
| 5Y | +148.8% | +42.8% | +106.0% | +79.9% |
| 10Y | +803.3% | +303.1% | +500.2% | +393.5% |
| All | +1,914.3% | +315.4% | +1,598.9% | +904.8% |
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