+302.4%
MXL vs SGI
+270.1%
+32.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.0% | +6.6% | +7.1% |
| 7D | +18.9% | -4.5% | +23.3% | +21.3% |
| 30D | +0.3% | +4.2% | -3.9% | -1.7% |
| 3M | -8.0% | -7.4% | -0.6% | -6.2% |
| 6M | +341.2% | -15.1% | +356.3% | +361.1% |
| YTD | +327.8% | -24.7% | +352.5% | +370.7% |
| 1Y | +364.9% | -21.8% | +386.7% | +399.9% |
| 3Y | +229.2% | +50.0% | +179.2% | +160.8% |
| 5Y | +42.8% | +48.9% | -6.2% | +9.3% |
| All | +302.4% | +270.1% | +32.4% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling