+297.0%
MXL vs SPG
+34.3%
+262.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.9% | -14.0% | -7.8% |
| 7D | -24.3% | +8.2% | -32.5% | -16.9% |
| 30D | -46.1% | +13.5% | -59.6% | -37.5% |
| 3M | -21.8% | +2.2% | -24.1% | -17.4% |
| 6M | -27.2% | +15.9% | -43.1% | -19.3% |
| YTD | +226.2% | +27.6% | +198.6% | +252.0% |
| 1Y | +297.0% | +30.9% | +266.1% | +332.9% |
| All | +297.0% | +34.3% | +262.7% | +332.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling