-28.0%
MXL vs SUI
-26.3%
-1.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.5% | +12.4% | +11.4% |
| 7D | -27.1% | +6.2% | -33.3% | -28.6% |
| 30D | -54.2% | +8.6% | -62.8% | -55.9% |
| 3M | -29.9% | +1.0% | -30.9% | -30.8% |
| 6M | -39.5% | -2.6% | -36.9% | -40.2% |
| YTD | +182.2% | -0.1% | +182.3% | +174.5% |
| 1Y | +231.8% | +0.5% | +231.4% | +221.6% |
| 3Y | +195.9% | +15.3% | +180.7% | +153.0% |
| All | -28.0% | -26.3% | -1.7% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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