+32.8%
MXL vs SGI
+45.9%
-13.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -1.3% |
| 7D | +16.6% | -4.9% | +21.5% | +19.8% |
| 30D | +0.5% | +1.6% | -1.1% | -0.8% |
| 3M | -3.6% | -3.2% | -0.5% | -3.7% |
| 6M | +328.0% | -16.0% | +344.1% | +354.0% |
| YTD | +297.8% | -25.4% | +323.2% | +350.7% |
| 1Y | +339.4% | -21.6% | +361.0% | +378.2% |
| 3Y | +201.7% | +52.9% | +148.9% | +110.7% |
| 5Y | +32.8% | +47.5% | -14.7% | -11.9% |
| All | +32.8% | +45.9% | -13.2% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling