+171.9%
SAP vs MXL
+313.4%
-141.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.3% | -0.7% |
| 7D | -4.1% | +18.9% | -22.9% | -6.0% |
| 30D | +1.1% | +0.3% | +0.8% | +0.5% |
| 3M | +26.1% | -8.0% | +34.1% | +22.4% |
| 6M | +9.8% | +341.2% | -331.4% | -21.2% |
| YTD | -13.6% | +327.8% | -341.4% | -38.1% |
| 1Y | -18.7% | +364.9% | -383.6% | -43.1% |
| 3Y | +54.1% | +229.2% | -175.1% | +3.5% |
| 5Y | +54.7% | +42.8% | +12.0% | +16.7% |
| All | +171.9% | +313.4% | -141.5% | +47.2% |
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