+52.6%
XOM vs MXL
+276.5%
-223.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -11.1% | +6.5% | -4.9% |
| 7D | -7.0% | -24.3% | +17.3% | -7.6% |
| 30D | +3.2% | -46.1% | +49.3% | +1.8% |
| 3M | +10.7% | -21.8% | +32.5% | +10.2% |
| 6M | +11.6% | -27.2% | +38.8% | +11.5% |
| YTD | +43.5% | +226.2% | -182.7% | +53.5% |
| 1Y | +52.6% | +297.0% | -244.4% | +64.4% |
| All | +52.6% | +276.5% | -223.9% | +64.4% |
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