+297.0%
MXL vs SPMO
+11.0%
+286.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.8% | -10.3% | -8.8% |
| 7D | -24.3% | -8.9% | -15.5% | -2.3% |
| 30D | -46.1% | -13.8% | -32.3% | -17.5% |
| 3M | -21.8% | -12.5% | -9.3% | +19.2% |
| 6M | -27.2% | -1.5% | -25.7% | -8.3% |
| YTD | +226.2% | +11.3% | +214.8% | +231.4% |
| 1Y | +297.0% | +11.5% | +285.5% | +305.8% |
| All | +297.0% | +11.0% | +286.0% | +305.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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