-19.1%
MXL vs SAN
+294.0%
-313.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.8% |
| 7D | +13.4% | +4.0% | +9.4% | +11.1% |
| 30D | -29.2% | -7.8% | -21.4% | -26.3% |
| 3M | -27.2% | -16.4% | -10.9% | -19.6% |
| 6M | -36.4% | +3.5% | -39.9% | -37.7% |
| YTD | +220.0% | +6.7% | +213.3% | +204.4% |
| 1Y | +304.8% | +14.5% | +290.3% | +269.6% |
| 3Y | +238.5% | +243.5% | -5.0% | +71.5% |
| All | -19.1% | +294.0% | -313.1% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling