+136.2%
XLP vs MXL
+176.8%
-40.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.4% |
| 7D | -0.2% | +33.1% | -33.3% | -1.0% |
| 30D | +8.2% | -33.5% | +41.6% | +9.1% |
| 3M | +7.7% | -20.7% | +28.4% | +7.7% |
| 6M | +9.3% | -35.9% | +45.2% | +9.1% |
| YTD | +19.5% | +238.3% | -218.8% | +7.8% |
| 1Y | +21.0% | +296.2% | -275.2% | +8.0% |
| 3Y | +43.2% | +254.1% | -210.9% | +22.9% |
| 5Y | +42.7% | -14.1% | +56.8% | +34.9% |
| All | +136.2% | +176.8% | -40.6% | +77.6% |
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 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