+32.8%
MXL vs SFM
+212.1%
-179.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.8% |
| 7D | +16.6% | -8.8% | +25.4% | +18.2% |
| 30D | +0.5% | -14.5% | +14.9% | +2.8% |
| 3M | -3.6% | -16.8% | +13.2% | -1.4% |
| 6M | +328.0% | -5.3% | +333.4% | +324.7% |
| YTD | +297.8% | -9.4% | +307.2% | +296.3% |
| 1Y | +339.4% | -46.2% | +385.6% | +386.3% |
| 3Y | +201.7% | +81.3% | +120.5% | +158.3% |
| 5Y | +32.8% | +211.9% | -179.1% | +4.4% |
| All | +32.8% | +212.1% | -179.4% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling