+235.5%
MXL vs SBAC
+479.9%
-244.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.9% |
| 7D | +1.6% | -0.8% | +2.4% | +1.9% |
| 30D | -7.0% | +6.9% | -13.9% | -9.1% |
| 3M | -33.4% | -8.2% | -25.2% | -32.2% |
| 6M | +260.2% | -1.6% | +261.8% | +253.7% |
| YTD | +260.0% | -0.1% | +260.1% | +250.4% |
| 1Y | +303.5% | -0.5% | +303.9% | +291.8% |
| 3Y | +160.4% | -9.1% | +169.5% | +146.2% |
| 5Y | +14.7% | -43.8% | +58.5% | +35.0% |
| 10Y | +215.6% | +80.5% | +135.1% | +98.3% |
| All | +235.5% | +479.9% | -244.4% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling