+332.3%
MXL vs SFM
-46.5%
+378.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -3.0% |
| 7D | +16.6% | -8.8% | +25.4% | +16.8% |
| 30D | +0.5% | -14.5% | +14.9% | +0.9% |
| 3M | -3.6% | -16.8% | +13.2% | -3.0% |
| 6M | +328.0% | -5.3% | +333.4% | +323.0% |
| YTD | +297.8% | -9.4% | +307.2% | +295.2% |
| All | +332.3% | -46.5% | +378.8% | +322.4% |
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