+235.4%
SAP vs MXL
+176.8%
+58.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.2% |
| 7D | -3.9% | +33.1% | -37.0% | -6.9% |
| 30D | +6.5% | -33.5% | +40.0% | +9.9% |
| 3M | +14.7% | -20.7% | +35.3% | +14.5% |
| 6M | +39.9% | -35.9% | +75.8% | +37.9% |
| YTD | -2.0% | +238.3% | -240.2% | -29.6% |
| 1Y | -6.0% | +296.2% | -302.2% | -34.6% |
| 3Y | +67.7% | +254.1% | -186.4% | +6.8% |
| 5Y | +78.8% | -14.1% | +92.9% | +44.2% |
| All | +235.4% | +176.8% | +58.6% | +82.0% |
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