+135.9%
XLU vs MXL
+313.4%
-177.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | -0.7% |
| 7D | -1.6% | +18.9% | -20.5% | -2.5% |
| 30D | -3.3% | +0.3% | -3.6% | -3.5% |
| 3M | -3.2% | -8.0% | +4.9% | -3.9% |
| 6M | -7.0% | +341.2% | -348.2% | -18.3% |
| YTD | +0.6% | +327.8% | -327.2% | -11.6% |
| 1Y | +2.4% | +364.9% | -362.5% | -11.0% |
| 3Y | +46.3% | +229.2% | -183.0% | +24.9% |
| 5Y | +44.0% | +42.8% | +1.2% | +28.3% |
| All | +135.9% | +313.4% | -177.5% | +60.5% |
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 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