+364.9%
MXL vs SITM
+155.7%
+209.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.5% | +2.0% | +4.1% |
| 7D | +18.9% | +3.9% | +15.0% | +15.9% |
| 30D | +0.3% | -6.6% | +6.9% | +5.2% |
| 3M | -8.0% | -11.9% | +3.8% | +0.7% |
| 6M | +341.2% | +81.1% | +260.1% | +250.0% |
| YTD | +327.8% | +80.0% | +247.8% | +236.7% |
| 1Y | +364.9% | +145.8% | +219.1% | +228.9% |
| All | +364.9% | +155.7% | +209.2% | +228.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling