+42.0%
XLP vs MXL
-28.5%
+70.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.0% | -12.3% | -1.2% |
| 7D | +0.7% | -27.1% | +27.8% | +0.7% |
| 30D | +10.3% | -54.2% | +64.4% | +10.2% |
| 3M | +6.5% | -29.9% | +36.5% | +6.3% |
| 6M | +8.4% | -39.5% | +47.8% | +7.8% |
| YTD | +18.2% | +182.2% | -164.0% | +13.2% |
| 1Y | +22.4% | +231.8% | -209.4% | +16.7% |
| 3Y | +41.9% | +195.9% | -154.0% | +31.6% |
| All | +42.0% | -28.5% | +70.5% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling