+28.4%
XLY vs MXL
+40.1%
-11.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.5% | -6.6% | 0.0% |
| 7D | -1.7% | +18.9% | -20.6% | -3.8% |
| 30D | -4.2% | +0.3% | -4.5% | -4.7% |
| 3M | -2.7% | -8.0% | +5.4% | -4.7% |
| 6M | -0.6% | +341.2% | -341.9% | -29.4% |
| YTD | -5.0% | +327.8% | -332.8% | -32.6% |
| 1Y | -4.1% | +364.9% | -369.0% | -33.8% |
| 3Y | +33.6% | +229.2% | -195.6% | -11.9% |
| All | +28.4% | +40.1% | -11.7% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling