+26.0%
MXL vs SUI
-32.1%
+58.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.5% | +7.5% | +6.6% |
| 7D | +15.5% | -3.1% | +18.6% | +16.8% |
| 30D | -11.3% | -2.3% | -9.0% | -10.4% |
| 3M | -16.1% | -2.8% | -13.3% | -16.5% |
| 6M | +323.0% | -12.4% | +335.4% | +342.3% |
| YTD | +281.5% | -3.3% | +284.8% | +279.5% |
| 1Y | +319.3% | -5.8% | +325.1% | +321.2% |
| 3Y | +189.4% | +12.5% | +176.9% | +151.1% |
| 5Y | +26.0% | -32.9% | +58.8% | +62.7% |
| All | +26.0% | -32.1% | +58.1% | +62.7% |
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