+32.8%
MXL vs SPG
+103.4%
-70.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | +16.6% | -2.2% | +18.8% | +18.3% |
| 30D | +0.5% | -5.8% | +6.2% | +4.4% |
| 3M | -3.6% | -2.8% | -0.8% | -4.5% |
| 6M | +328.0% | +8.9% | +319.1% | +280.8% |
| YTD | +297.8% | +14.3% | +283.5% | +239.4% |
| 1Y | +339.4% | +19.5% | +319.9% | +258.5% |
| 3Y | +201.7% | +106.9% | +94.9% | +51.1% |
| 5Y | +32.8% | +108.7% | -76.0% | -38.7% |
| All | +32.8% | +103.4% | -70.6% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling