+206.1%
MXL vs SBAC
-11.3%
+217.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -3.5% |
| 7D | +16.6% | -5.3% | +21.9% | +15.6% |
| 30D | +0.5% | +0.4% | +0.1% | +0.5% |
| 3M | -3.6% | -11.9% | +8.3% | -4.3% |
| 6M | +328.0% | -4.5% | +332.5% | +327.5% |
| YTD | +297.8% | -4.3% | +302.2% | +297.6% |
| 1Y | +339.4% | -3.9% | +343.3% | +340.2% |
| All | +206.1% | -11.3% | +217.5% | +248.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling