+403.3%
XLP vs MXL
+174.0%
+229.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.0% | -12.3% | -1.7% |
| 7D | +0.7% | -27.1% | +27.8% | +1.8% |
| 30D | +10.3% | -54.2% | +64.4% | +13.3% |
| 3M | +6.5% | -29.9% | +36.5% | +7.0% |
| 6M | +8.4% | -39.5% | +47.8% | +8.1% |
| YTD | +18.2% | +182.2% | -164.0% | +5.6% |
| 1Y | +22.4% | +231.8% | -209.4% | +8.1% |
| 3Y | +41.9% | +195.9% | -154.0% | +20.6% |
| 5Y | +40.9% | -27.3% | +68.1% | +30.6% |
| 10Y | +128.4% | +159.9% | -31.6% | +77.4% |
| All | +403.3% | +174.0% | +229.3% | +269.9% |
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