+297.0%
MXL vs SAN
+23.5%
+273.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +6.4% | -17.6% | -14.7% |
| 7D | -24.3% | +4.5% | -28.9% | -26.6% |
| 30D | -46.1% | -12.1% | -34.0% | -41.3% |
| 3M | -21.8% | -15.6% | -6.3% | -12.6% |
| 6M | -27.2% | +5.8% | -33.0% | -27.7% |
| YTD | +226.2% | +5.5% | +220.7% | +214.8% |
| 1Y | +297.0% | +23.6% | +273.4% | +234.2% |
| All | +297.0% | +23.5% | +273.5% | +234.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling