+189.4%
MXL vs SN
+430.5%
-241.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.0% | +5.0% | +5.5% |
| 7D | +15.5% | +0.1% | +15.4% | +15.4% |
| 30D | -11.3% | -5.6% | -5.7% | -8.9% |
| 3M | -16.1% | +48.1% | -64.2% | -34.3% |
| 6M | +323.0% | +57.6% | +265.4% | +216.0% |
| YTD | +281.5% | +56.5% | +225.0% | +185.8% |
| 1Y | +319.3% | +52.6% | +266.7% | +216.6% |
| 3Y | +189.4% | +412.0% | -222.6% | +49.9% |
| All | +189.4% | +430.5% | -241.1% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling