+215.7%
MXL vs SPG
+106.5%
+109.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.4% | +10.0% | +8.7% |
| 7D | +19.0% | -1.7% | +20.6% | +19.8% |
| 30D | +4.5% | -6.3% | +10.8% | +7.6% |
| 3M | -1.5% | -2.4% | +0.9% | -3.3% |
| 6M | +348.6% | +9.6% | +339.0% | +299.6% |
| YTD | +310.3% | +14.2% | +296.1% | +253.8% |
| 1Y | +344.7% | +19.3% | +325.4% | +267.9% |
| All | +215.7% | +106.5% | +109.2% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling