+255.6%
MXL vs SPY
+773.8%
-518.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.5% | +6.5% | +6.9% |
| 7D | +15.5% | +0.5% | +14.9% | +14.3% |
| 30D | -11.3% | -0.9% | -10.4% | -9.7% |
| 3M | -16.1% | +3.9% | -20.0% | -19.6% |
| 6M | +323.0% | +14.5% | +308.5% | +248.7% |
| YTD | +281.5% | +12.9% | +268.6% | +223.6% |
| 1Y | +319.3% | +19.4% | +299.9% | +228.7% |
| 3Y | +189.4% | +78.5% | +110.9% | +30.2% |
| 5Y | +26.0% | +81.8% | -55.8% | -40.5% |
| 10Y | +243.5% | +311.5% | -68.0% | -45.2% |
| All | +255.6% | +773.8% | -518.2% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling