-19.6%
SAP vs MXL
+329.6%
-349.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.5% |
| 7D | -5.1% | +16.6% | -21.7% | -5.0% |
| 30D | -1.8% | +0.5% | -2.2% | -1.8% |
| 3M | +20.9% | -3.6% | +24.6% | +18.5% |
| 6M | +7.0% | +328.0% | -321.0% | -9.8% |
| YTD | -13.7% | +297.8% | -311.6% | -27.7% |
| 1Y | -19.6% | +339.4% | -359.0% | -33.9% |
| All | -19.6% | +329.6% | -349.2% | -33.9% |
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