+235.5%
MXL vs SUI
+872.0%
-636.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.9% | +5.7% |
| 7D | +1.6% | -2.8% | +4.5% | +3.2% |
| 30D | -7.0% | -1.2% | -5.8% | -6.3% |
| 3M | -33.4% | -1.7% | -31.7% | -34.1% |
| 6M | +260.2% | -10.5% | +270.6% | +275.5% |
| YTD | +260.0% | -1.8% | +261.8% | +255.1% |
| 1Y | +303.5% | -4.1% | +307.6% | +301.7% |
| 3Y | +160.4% | +11.3% | +149.2% | +126.4% |
| 5Y | +14.7% | -32.1% | +46.8% | +34.6% |
| 10Y | +215.6% | +110.4% | +105.1% | +88.3% |
| All | +235.5% | +872.0% | -636.5% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling