+303.5%
MXL vs SM
+36.8%
+266.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.1% | +8.6% | +5.6% |
| 7D | +1.6% | -0.5% | +2.1% | +1.6% |
| 30D | -7.0% | +25.6% | -32.6% | -7.5% |
| 3M | -33.4% | +8.0% | -41.4% | -31.9% |
| 6M | +260.2% | +50.8% | +209.4% | +248.7% |
| YTD | +260.0% | +97.9% | +162.1% | +228.0% |
| 1Y | +303.5% | +33.8% | +269.7% | +287.8% |
| All | +303.5% | +36.8% | +266.7% | +287.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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