+236.6%
SAP vs MXL
+161.9%
+74.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +0.9% |
| 7D | +0.6% | +13.4% | -12.8% | -0.8% |
| 30D | +6.5% | -29.2% | +35.8% | +9.2% |
| 3M | +12.2% | -27.2% | +39.5% | +13.1% |
| 6M | +46.1% | -36.4% | +82.5% | +43.7% |
| YTD | -1.6% | +220.0% | -221.6% | -29.0% |
| 1Y | -5.1% | +304.8% | -309.9% | -34.4% |
| 3Y | +68.4% | +238.5% | -170.1% | +7.6% |
| 5Y | +79.4% | -18.8% | +98.2% | +45.5% |
| All | +236.6% | +161.9% | +74.7% | +83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling