+348.6%
MXL vs SPYG
+19.7%
+328.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +8.6% |
| 7D | +19.0% | +0.3% | +18.7% | +17.4% |
| 30D | +4.5% | -1.7% | +6.2% | +10.4% |
| 3M | -1.5% | +3.6% | -5.2% | -6.1% |
| 6M | +348.6% | +16.6% | +332.0% | +255.4% |
| All | +348.6% | +19.7% | +328.9% | +255.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling