+407.8%
XLP vs MXL
+211.5%
+196.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +13.7% | -12.8% | +0.4% |
| 7D | +0.1% | -8.8% | +8.9% | +0.2% |
| 30D | +8.9% | -41.9% | +50.8% | +10.9% |
| 3M | +7.5% | -25.4% | +32.9% | +7.7% |
| 6M | +9.4% | -44.0% | +53.4% | +9.9% |
| YTD | +19.3% | +220.8% | -201.5% | +6.0% |
| 1Y | +21.7% | +278.8% | -257.1% | +6.9% |
| 3Y | +44.0% | +249.4% | -205.5% | +21.4% |
| 5Y | +42.8% | -17.3% | +60.1% | +31.7% |
| 10Y | +128.8% | +156.7% | -27.9% | +78.7% |
| All | +407.8% | +211.5% | +196.3% | +271.2% |
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