+731.3%
MXL vs SFM
+48.8%
+682.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.6% |
| 7D | +13.4% | +6.0% | +7.4% | +12.5% |
| 30D | -29.2% | -19.5% | -9.8% | -27.5% |
| 3M | -27.2% | -37.0% | +9.8% | -23.0% |
| 6M | -36.4% | -41.0% | +4.6% | -32.4% |
| YTD | +220.0% | -34.6% | +254.7% | +231.7% |
| 1Y | +304.8% | -36.3% | +341.0% | +321.0% |
| 3Y | +238.5% | +24.5% | +213.9% | +210.6% |
| 5Y | -18.8% | +115.9% | -134.6% | -33.1% |
| 10Y | +163.1% | +139.5% | +23.6% | +101.2% |
| All | +731.3% | +48.8% | +682.5% | +592.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling