+26.9%
XLV vs MXL
+316.6%
-289.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.6% | -0.9% |
| 7D | +0.2% | +1.6% | -1.5% | +0.2% |
| 30D | +4.4% | -7.0% | +11.4% | +4.3% |
| 3M | +13.2% | -33.4% | +46.6% | +12.7% |
| 6M | +10.1% | +260.2% | -250.1% | +6.0% |
| YTD | +11.7% | +260.0% | -248.3% | +7.4% |
| 1Y | +26.9% | +303.5% | -276.5% | +20.7% |
| All | +26.9% | +316.6% | -289.7% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling