+229.2%
MXL vs SNY
-9.6%
+238.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.4% | +7.6% |
| 7D | +18.9% | -3.3% | +22.2% | +17.9% |
| 30D | +0.3% | -2.2% | +2.5% | -0.1% |
| 3M | -8.0% | -3.0% | -5.0% | -8.2% |
| 6M | +341.2% | +2.7% | +338.5% | +343.8% |
| YTD | +327.8% | -6.8% | +334.7% | +324.5% |
| 1Y | +364.9% | -5.3% | +370.2% | +362.7% |
| 3Y | +229.2% | -9.8% | +239.0% | +229.5% |
| All | +229.2% | -9.6% | +238.8% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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