+302.4%
MXL vs SAN
+357.1%
-54.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.3% | +5.3% | +6.3% |
| 7D | +18.9% | +0.2% | +18.7% | +18.7% |
| 30D | +0.3% | +0.9% | -0.6% | -0.1% |
| 3M | -8.0% | +19.1% | -27.1% | -16.4% |
| 6M | +341.2% | +33.2% | +308.0% | +276.1% |
| YTD | +327.8% | +29.1% | +298.7% | +268.5% |
| 1Y | +364.9% | +50.2% | +314.7% | +268.5% |
| 3Y | +229.2% | +351.0% | -121.8% | +43.5% |
| 5Y | +42.8% | +394.7% | -351.9% | -43.2% |
| All | +302.4% | +357.1% | -54.6% | +49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling