+229.2%
MXL vs SITM
+452.7%
-223.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.5% | +2.0% | +4.5% |
| 7D | +18.9% | +3.9% | +15.0% | +16.3% |
| 30D | +0.3% | -6.6% | +6.9% | +4.6% |
| 3M | -8.0% | -11.9% | +3.8% | +0.3% |
| 6M | +341.2% | +81.1% | +260.1% | +239.2% |
| YTD | +327.8% | +80.0% | +247.8% | +223.7% |
| 1Y | +364.9% | +145.8% | +219.1% | +195.8% |
| 3Y | +229.2% | +475.9% | -246.7% | +43.5% |
| All | +229.2% | +452.7% | -223.4% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling