+126.1%
MXL vs SN
+671.3%
-545.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.2% | -6.6% |
| 7D | +13.4% | +1.5% | +11.9% | +12.8% |
| 30D | -29.2% | +21.5% | -50.7% | -35.0% |
| 3M | -27.2% | +20.0% | -47.3% | -33.3% |
| 6M | -36.4% | +119.9% | -156.3% | -57.0% |
| YTD | +220.0% | +102.3% | +117.7% | +124.4% |
| 1Y | +304.8% | +148.0% | +156.8% | +158.3% |
| 3Y | +238.5% | +450.0% | -211.5% | +97.5% |
| All | +126.1% | +671.3% | -545.2% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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