+229.2%
MXL vs SPMO
+155.8%
+73.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.5% | +7.0% | +6.4% |
| 7D | +18.9% | -0.9% | +19.8% | +21.4% |
| 30D | +0.3% | -1.9% | +2.2% | +6.0% |
| 3M | -8.0% | -1.4% | -6.7% | +3.5% |
| 6M | +341.2% | +25.5% | +315.8% | +220.1% |
| YTD | +327.8% | +24.8% | +303.0% | +214.3% |
| 1Y | +364.9% | +24.5% | +340.4% | +246.8% |
| 3Y | +229.2% | +157.1% | +72.1% | -25.7% |
| All | +229.2% | +155.8% | +73.4% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling