+303.5%
MXL vs SAN
+58.9%
+244.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +6.1% |
| 7D | +1.6% | +1.8% | -0.1% | +0.5% |
| 30D | -7.0% | +2.0% | -9.0% | -8.1% |
| 3M | -33.4% | +19.7% | -53.1% | -40.1% |
| 6M | +260.2% | +30.6% | +229.5% | +205.9% |
| YTD | +260.0% | +28.8% | +231.1% | +202.0% |
| 1Y | +303.5% | +57.8% | +245.7% | +194.3% |
| All | +303.5% | +58.9% | +244.5% | +194.3% |
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