-62.2%
XYZ vs MXL
-10.3%
-51.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.4% | -11.2% | -2.4% |
| 7D | -2.2% | +5.5% | -7.6% | -4.3% |
| 30D | +11.6% | -32.6% | +44.2% | +19.1% |
| 3M | +8.4% | -13.1% | +21.6% | +6.2% |
| 6M | +17.2% | -41.4% | +58.5% | +18.2% |
| YTD | +31.7% | +243.9% | -212.3% | -35.0% |
| 1Y | +30.1% | +305.1% | -275.0% | -40.4% |
| 3Y | +66.4% | +260.1% | -193.6% | -39.7% |
| 5Y | -62.2% | -12.1% | -50.1% | -67.5% |
| All | -62.2% | -10.3% | -51.9% | -67.5% |
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