+235.5%
MXL vs SPG
+434.1%
-198.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.0% |
| 7D | +1.6% | -2.4% | +4.0% | +2.8% |
| 30D | -7.0% | -6.8% | -0.2% | -3.8% |
| 3M | -33.4% | +2.7% | -36.1% | -35.6% |
| 6M | +260.2% | +5.5% | +254.7% | +242.6% |
| YTD | +260.0% | +15.7% | +244.2% | +226.4% |
| 1Y | +303.5% | +20.9% | +282.6% | +256.7% |
| 3Y | +160.4% | +112.4% | +48.1% | +75.1% |
| 5Y | +14.7% | +101.4% | -86.7% | -20.2% |
| 10Y | +215.6% | +60.6% | +155.0% | +117.1% |
| All | +235.5% | +434.1% | -198.6% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling