+270.8%
MXL vs SPYG
+1,036.1%
-765.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -1.7% |
| 7D | +16.6% | -1.8% | +18.5% | +20.0% |
| 30D | +0.5% | -1.9% | +2.4% | +4.1% |
| 3M | -3.6% | +5.2% | -8.8% | -7.4% |
| 6M | +328.0% | +15.6% | +312.5% | +259.3% |
| YTD | +297.8% | +12.4% | +285.4% | +249.2% |
| 1Y | +339.4% | +17.5% | +322.0% | +264.9% |
| 3Y | +201.7% | +98.1% | +103.7% | +24.4% |
| 5Y | +32.8% | +84.9% | -52.2% | -34.9% |
| 10Y | +274.8% | +417.7% | -142.9% | -52.9% |
| All | +270.8% | +1,036.1% | -765.3% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling