-67.5%
XYZ vs MXL
+16.2%
-83.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.3% | -2.1% |
| 7D | -1.0% | +1.6% | -2.6% | -1.4% |
| 30D | -1.7% | -7.0% | +5.3% | -1.1% |
| 3M | +16.7% | -33.4% | +50.1% | +20.2% |
| 6M | +26.9% | +260.2% | -233.3% | -34.2% |
| YTD | +27.1% | +260.0% | -232.8% | -35.1% |
| 1Y | +9.3% | +303.5% | -294.2% | -47.9% |
| 3Y | +42.3% | +160.4% | -118.2% | -34.3% |
| All | -67.5% | +16.2% | -83.7% | -74.9% |
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