+270.8%
MXL vs SYY
+349.2%
-78.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.5% |
| 7D | +16.6% | +1.5% | +15.1% | +15.8% |
| 30D | +0.5% | -2.3% | +2.8% | +1.5% |
| 3M | -3.6% | +5.5% | -9.1% | -7.5% |
| 6M | +328.0% | -1.0% | +329.0% | +322.0% |
| YTD | +297.8% | +14.1% | +283.7% | +263.9% |
| 1Y | +339.4% | +5.6% | +333.9% | +315.9% |
| 3Y | +201.7% | +27.9% | +173.9% | +149.6% |
| 5Y | +32.8% | +22.7% | +10.0% | +13.3% |
| 10Y | +274.8% | +113.9% | +160.9% | +109.1% |
| All | +270.8% | +349.2% | -78.4% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling