+555.9%
XYZ vs MXL
+258.1%
+297.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.4% | -11.2% | -3.1% |
| 7D | -2.2% | +5.5% | -7.6% | -4.9% |
| 30D | +11.6% | -32.6% | +44.2% | +20.9% |
| 3M | +8.4% | -13.1% | +21.6% | +5.4% |
| 6M | +17.2% | -41.4% | +58.5% | +17.8% |
| YTD | +31.7% | +243.9% | -212.3% | -40.7% |
| 1Y | +30.1% | +305.1% | -275.0% | -45.8% |
| 3Y | +66.4% | +260.1% | -193.6% | -42.6% |
| 5Y | -62.2% | -12.1% | -50.1% | -75.8% |
| 10Y | +621.5% | +182.8% | +438.8% | +138.3% |
| All | +555.9% | +258.1% | +297.7% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling