+297.0%
MXL vs SYY
+8.7%
+288.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.8% | -14.9% | -10.7% |
| 7D | -24.3% | -6.3% | -18.0% | -24.4% |
| 30D | -46.1% | +0.7% | -46.8% | -46.3% |
| 3M | -21.8% | -6.4% | -15.4% | -21.7% |
| 6M | -27.2% | +7.6% | -34.8% | -31.9% |
| YTD | +226.2% | +7.4% | +218.7% | +232.1% |
| 1Y | +297.0% | +8.3% | +288.7% | +309.8% |
| All | +297.0% | +8.7% | +288.2% | +309.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1y: compounded portfolio wealth divided by compounded SYY 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…
1y analysis · Full analysis span regression · 6 months rolling