+215.7%
MXL vs SFM
+83.0%
+132.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.9% | +11.5% | +8.1% |
| 7D | +19.0% | -7.2% | +26.2% | +20.0% |
| 30D | +4.5% | -14.3% | +18.8% | +6.5% |
| 3M | -1.5% | -13.7% | +12.2% | -0.1% |
| 6M | +348.6% | -6.0% | +354.6% | +345.1% |
| YTD | +310.3% | -8.2% | +318.5% | +307.5% |
| 1Y | +344.7% | -46.2% | +391.0% | +398.1% |
| All | +215.7% | +83.0% | +132.8% | +168.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling