+604.5%
XYZ vs MXL
+273.2%
+331.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -3.2% |
| 7D | -3.7% | +19.0% | -22.7% | -9.0% |
| 30D | +0.5% | +4.5% | -4.0% | -2.1% |
| 3M | +16.3% | -1.5% | +17.8% | +6.1% |
| 6M | +21.1% | +348.6% | -327.5% | -47.0% |
| YTD | +22.0% | +310.3% | -288.3% | -45.7% |
| 1Y | +5.2% | +344.7% | -339.6% | -55.9% |
| 3Y | +49.6% | +211.2% | -161.6% | -41.9% |
| 5Y | -68.4% | +34.8% | -103.3% | -82.0% |
| 10Y | +604.5% | +286.5% | +318.0% | +122.6% |
| All | +604.5% | +273.2% | +331.3% | +122.6% |
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