+192.9%
XOM vs MXL
+313.4%
-120.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.1% | -0.2% |
| 7D | +4.1% | +18.9% | -14.8% | +2.6% |
| 30D | +4.6% | +0.3% | +4.3% | +4.2% |
| 3M | +14.0% | -8.0% | +22.0% | +12.3% |
| 6M | +11.0% | +341.2% | -330.3% | -11.2% |
| YTD | +40.7% | +327.8% | -287.1% | +12.5% |
| 1Y | +52.3% | +364.9% | -312.6% | +19.5% |
| 3Y | +60.5% | +229.2% | -168.8% | +21.6% |
| 5Y | +266.4% | +42.8% | +223.6% | +200.0% |
| All | +192.9% | +313.4% | -120.5% | +64.2% |
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