+229.2%
MXL vs SYY
+29.1%
+200.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.1% | +6.4% | +7.4% |
| 7D | +18.9% | +3.9% | +14.9% | +18.4% |
| 30D | +0.3% | -1.7% | +2.1% | +0.5% |
| 3M | -8.0% | +5.2% | -13.2% | -9.5% |
| 6M | +341.2% | -0.2% | +341.4% | +334.5% |
| YTD | +327.8% | +15.4% | +312.5% | +317.2% |
| 1Y | +364.9% | +5.6% | +359.3% | +356.2% |
| 3Y | +229.2% | +28.9% | +200.4% | +188.4% |
| All | +229.2% | +29.1% | +200.1% | +188.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling