+303.5%
MXL vs SFM
-41.4%
+344.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.7% | +5.4% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | -7.0% | -4.4% | -2.6% | -6.8% |
| 3M | -33.4% | +1.5% | -34.9% | -33.6% |
| 6M | +260.2% | +6.5% | +253.7% | +254.6% |
| YTD | +260.0% | +2.2% | +257.8% | +256.5% |
| 1Y | +303.5% | -41.9% | +345.4% | +316.4% |
| All | +303.5% | -41.4% | +344.9% | +316.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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