+369.4%
XLP vs MXL
+249.5%
+119.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.0% |
| 7D | -1.0% | +1.6% | -2.7% | -1.1% |
| 30D | -0.9% | -7.0% | +6.1% | -0.8% |
| 3M | +3.8% | -33.4% | +37.2% | +4.4% |
| 6M | -1.7% | +260.2% | -261.9% | -12.1% |
| YTD | +10.3% | +260.0% | -249.7% | -1.6% |
| 1Y | +7.8% | +303.5% | -295.7% | -4.9% |
| 3Y | +27.2% | +160.4% | -133.2% | +10.9% |
| 5Y | +32.5% | +14.7% | +17.8% | +20.2% |
| 10Y | +101.8% | +215.6% | -113.8% | +57.0% |
| All | +369.4% | +249.5% | +119.9% | +244.5% |
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 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