-5.9%
SAP vs MXL
+276.5%
-282.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -11.1% | +15.4% | +3.9% |
| 7D | +1.3% | -24.3% | +25.7% | +0.7% |
| 30D | +15.5% | -46.1% | +61.7% | +14.1% |
| 3M | +22.8% | -21.8% | +44.6% | +22.3% |
| 6M | +42.5% | -27.2% | +69.7% | +39.2% |
| YTD | +0.5% | +226.2% | -225.6% | -12.0% |
| 1Y | -5.9% | +297.0% | -302.9% | -20.9% |
| All | -5.9% | +276.5% | -282.4% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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