+189.9%
MXL vs SN
+476.8%
-286.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.3% | +10.9% | +9.0% |
| 7D | +19.0% | -3.4% | +22.4% | +20.6% |
| 30D | +4.5% | -9.1% | +13.5% | +8.5% |
| 3M | -1.5% | +31.8% | -33.3% | -14.8% |
| 6M | +348.6% | +52.0% | +296.6% | +257.8% |
| YTD | +310.3% | +51.3% | +259.0% | +227.9% |
| 1Y | +344.7% | +46.9% | +297.9% | +258.3% |
| 3Y | +211.2% | +394.9% | -183.7% | +110.9% |
| All | +189.9% | +476.8% | -286.9% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling