+255.6%
MXL vs SGI
+879.4%
-623.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.4% | +6.4% | +6.2% |
| 7D | +15.5% | +9.3% | +6.2% | +11.7% |
| 30D | -11.3% | +6.9% | -18.2% | -13.6% |
| 3M | -16.1% | +2.8% | -19.0% | -18.0% |
| 6M | +323.0% | -12.6% | +335.6% | +334.6% |
| YTD | +281.5% | -21.5% | +303.1% | +306.9% |
| 1Y | +319.3% | -18.8% | +338.0% | +339.7% |
| 3Y | +189.4% | +60.8% | +128.5% | +135.7% |
| 5Y | +26.0% | +60.0% | -34.0% | +0.5% |
| 10Y | +243.5% | +267.8% | -24.3% | +88.1% |
| All | +255.6% | +879.4% | -623.8% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling