+154.3%
MXL vs SN
+490.7%
-336.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.6% | +6.0% |
| 7D | +1.6% | -9.3% | +11.0% | +5.9% |
| 30D | -7.0% | -4.8% | -2.2% | -5.2% |
| 3M | -33.4% | +40.4% | -73.8% | -44.1% |
| 6M | +260.2% | +50.9% | +209.2% | +189.0% |
| YTD | +260.0% | +54.9% | +205.0% | +185.1% |
| 1Y | +303.5% | +43.0% | +260.4% | +229.4% |
| 3Y | +160.4% | +391.8% | -231.4% | +74.4% |
| All | +154.3% | +490.7% | -336.4% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling