+302.4%
MXL vs SPYG
+424.6%
-122.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.7% | +6.2% |
| 7D | +18.9% | -0.9% | +19.7% | +20.7% |
| 30D | +0.3% | -1.5% | +1.8% | +3.4% |
| 3M | -8.0% | +3.7% | -11.8% | -10.1% |
| 6M | +341.2% | +16.4% | +324.8% | +262.9% |
| YTD | +327.8% | +13.3% | +314.5% | +268.2% |
| 1Y | +364.9% | +17.9% | +347.0% | +280.3% |
| 3Y | +229.2% | +98.3% | +130.9% | +30.6% |
| 5Y | +42.8% | +86.4% | -43.7% | -33.2% |
| All | +302.4% | +424.6% | -122.2% | -54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling