+302.4%
MXL vs SM
+23.0%
+279.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.8% | +7.6% |
| 7D | +18.9% | +4.6% | +14.3% | +17.9% |
| 30D | +0.3% | +18.2% | -17.9% | -3.0% |
| 3M | -8.0% | +22.5% | -30.6% | -12.5% |
| 6M | +341.2% | +50.6% | +290.7% | +299.4% |
| YTD | +327.8% | +108.1% | +219.7% | +260.9% |
| 1Y | +364.9% | +46.0% | +318.9% | +319.4% |
| 3Y | +229.2% | +2.9% | +226.4% | +214.2% |
| 5Y | +42.8% | +112.6% | -69.8% | +18.5% |
| All | +302.4% | +23.0% | +279.4% | +123.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling