+40.4%
MXL vs SPYG
+85.2%
-44.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.7% | +6.0% |
| 7D | +18.9% | -0.9% | +19.7% | +20.9% |
| 30D | +0.3% | -1.5% | +1.8% | +3.8% |
| 3M | -8.0% | +3.7% | -11.8% | -10.6% |
| 6M | +341.2% | +16.4% | +324.8% | +253.6% |
| YTD | +327.8% | +13.3% | +314.5% | +260.3% |
| 1Y | +364.9% | +17.9% | +347.0% | +269.5% |
| 3Y | +229.2% | +98.3% | +130.9% | +16.2% |
| All | +40.4% | +85.2% | -44.8% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling