+33.6%
XLY vs MXL
+222.8%
-189.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.5% | -6.6% | +0.3% |
| 7D | -1.7% | +18.9% | -20.6% | -3.0% |
| 30D | -4.2% | +0.3% | -4.5% | -4.5% |
| 3M | -2.7% | -8.0% | +5.4% | -4.0% |
| 6M | -0.6% | +341.2% | -341.9% | -21.0% |
| YTD | -5.0% | +327.8% | -332.8% | -24.6% |
| 1Y | -4.1% | +364.9% | -369.0% | -25.3% |
| 3Y | +33.6% | +229.2% | -195.6% | +1.9% |
| All | +33.6% | +222.8% | -189.2% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling