+303.5%
MXL vs SPYG
+22.6%
+280.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.7% | +5.9% |
| 7D | +1.6% | +0.4% | +1.3% | +0.6% |
| 30D | -7.0% | -0.4% | -6.5% | -5.2% |
| 3M | -33.4% | +0.5% | -33.9% | -31.6% |
| 6M | +260.2% | +17.5% | +242.7% | +171.7% |
| YTD | +260.0% | +14.3% | +245.6% | +186.6% |
| 1Y | +303.5% | +21.7% | +281.8% | +171.6% |
| All | +303.5% | +22.6% | +280.9% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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