+302.4%
MXL vs SPY
+322.5%
-20.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.7% | +6.0% |
| 7D | +18.9% | -0.8% | +19.6% | +20.6% |
| 30D | +0.3% | -1.1% | +1.4% | +2.5% |
| 3M | -8.0% | +3.9% | -11.9% | -12.5% |
| 6M | +341.2% | +13.6% | +327.6% | +262.9% |
| YTD | +327.8% | +12.7% | +315.2% | +258.8% |
| 1Y | +364.9% | +17.5% | +347.4% | +266.6% |
| 3Y | +229.2% | +76.9% | +152.3% | +40.6% |
| 5Y | +42.8% | +83.6% | -40.8% | -38.1% |
| All | +302.4% | +322.5% | -20.0% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling