+297.0%
MXL vs SBAC
+2.4%
+294.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +5.8% | -17.0% | -10.1% |
| 7D | -24.3% | +5.8% | -30.1% | -23.5% |
| 30D | -46.1% | +20.8% | -66.9% | -45.0% |
| 3M | -21.8% | +4.8% | -26.6% | -21.3% |
| 6M | -27.2% | -9.1% | -18.1% | -25.0% |
| YTD | +226.2% | +3.1% | +223.1% | +235.5% |
| 1Y | +297.0% | +2.2% | +294.8% | +312.5% |
| All | +297.0% | +2.4% | +294.6% | +312.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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