+202.3%
MXL vs SN
+447.8%
-245.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.1% | +8.6% | +8.0% |
| 7D | +18.9% | -7.3% | +26.1% | +22.6% |
| 30D | +0.3% | -13.6% | +13.9% | +6.5% |
| 3M | -8.0% | +18.6% | -26.6% | -16.7% |
| 6M | +341.2% | +46.0% | +295.3% | +258.1% |
| YTD | +327.8% | +43.7% | +284.1% | +249.6% |
| 1Y | +364.9% | +39.2% | +325.7% | +283.3% |
| 3Y | +229.2% | +306.5% | -77.2% | +125.0% |
| All | +202.3% | +447.8% | -245.6% | +106.4% |
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