+303.5%
MXL vs SPMO
+29.9%
+273.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +4.0% | +1.6% |
| 7D | +1.6% | +2.0% | -0.4% | -3.2% |
| 30D | -7.0% | -0.4% | -6.6% | -4.4% |
| 3M | -33.4% | -1.9% | -31.5% | -22.8% |
| 6M | +260.2% | +25.0% | +235.1% | +151.1% |
| YTD | +260.0% | +26.0% | +233.9% | +146.9% |
| 1Y | +303.5% | +28.7% | +274.8% | +162.3% |
| All | +303.5% | +29.9% | +273.6% | +162.3% |
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