+364.9%
MXL vs SM
+48.5%
+316.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.8% | +7.5% |
| 7D | +18.9% | +4.6% | +14.3% | +18.7% |
| 30D | +0.3% | +18.2% | -17.9% | -0.2% |
| 3M | -8.0% | +22.5% | -30.6% | -6.9% |
| 6M | +341.2% | +50.6% | +290.7% | +328.7% |
| YTD | +327.8% | +108.1% | +219.7% | +283.6% |
| 1Y | +364.9% | +46.0% | +318.9% | +357.4% |
| All | +364.9% | +48.5% | +316.4% | +357.4% |
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