+235.5%
MXL vs SAN
+180.8%
+54.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.9% |
| 7D | +1.6% | +1.8% | -0.1% | +0.8% |
| 30D | -7.0% | +2.0% | -9.0% | -7.7% |
| 3M | -33.4% | +19.7% | -53.1% | -38.7% |
| 6M | +260.2% | +30.6% | +229.5% | +216.9% |
| YTD | +260.0% | +28.8% | +231.1% | +217.0% |
| 1Y | +303.5% | +57.8% | +245.7% | +223.0% |
| 3Y | +160.4% | +338.1% | -177.7% | +28.9% |
| 5Y | +14.7% | +384.2% | -369.5% | -47.4% |
| 10Y | +215.6% | +353.1% | -137.6% | +37.1% |
| All | +235.5% | +180.8% | +54.7% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling