+206.1%
MXL vs SM
-0.7%
+206.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.2% |
| 7D | +16.6% | +2.1% | +14.5% | +15.8% |
| 30D | +0.5% | +18.1% | -17.7% | -5.4% |
| 3M | -3.6% | +17.0% | -20.6% | -10.1% |
| 6M | +328.0% | +55.4% | +272.6% | +244.3% |
| YTD | +297.8% | +108.6% | +189.3% | +173.2% |
| 1Y | +339.4% | +45.7% | +293.8% | +258.5% |
| All | +206.1% | -0.7% | +206.8% | +166.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling