+169.4%
XLV vs MXL
+313.4%
-144.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -0.6% |
| 7D | -3.6% | +18.9% | -22.4% | -4.6% |
| 30D | -1.8% | +0.3% | -2.2% | -2.1% |
| 3M | +7.8% | -8.0% | +15.8% | +6.5% |
| 6M | +9.1% | +341.2% | -332.1% | -8.7% |
| YTD | +7.7% | +327.8% | -320.1% | -9.9% |
| 1Y | +20.4% | +364.9% | -344.5% | -0.7% |
| 3Y | +30.8% | +229.2% | -198.5% | +5.0% |
| 5Y | +34.6% | +42.8% | -8.1% | +15.6% |
| All | +169.4% | +313.4% | -144.0% | +73.8% |
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