+297.0%
MXL vs SM
+70.4%
+226.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -15.3% | +4.2% | -12.0% |
| 7D | -24.3% | -21.5% | -2.9% | -25.8% |
| 30D | -46.1% | -11.4% | -34.7% | -46.1% |
| 3M | -21.8% | +0.6% | -22.4% | -21.1% |
| 6M | -27.2% | +0.2% | -27.5% | -24.5% |
| YTD | +226.2% | +69.7% | +156.5% | +221.5% |
| 1Y | +297.0% | +71.6% | +225.4% | +295.6% |
| All | +297.0% | +70.4% | +226.6% | +295.6% |
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