+364.9%
MXL vs SPXS
-36.2%
+401.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.4% | +10.0% | +4.8% |
| 7D | +18.9% | +2.5% | +16.4% | +22.3% |
| 30D | +0.3% | +4.2% | -3.9% | +5.8% |
| 3M | -8.0% | -9.3% | +1.3% | -13.1% |
| 6M | +341.2% | -30.7% | +371.9% | +243.4% |
| YTD | +327.8% | -28.1% | +355.9% | +251.1% |
| 1Y | +364.9% | -35.1% | +400.0% | +238.3% |
| All | +364.9% | -36.2% | +401.1% | +238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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