+67.8%
SAP vs MXL
+262.9%
-195.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.4% | -11.2% | -0.1% |
| 7D | -2.5% | +5.5% | -7.9% | -2.7% |
| 30D | +7.5% | -32.6% | +40.1% | +8.4% |
| 3M | +11.6% | -13.1% | +24.8% | +11.2% |
| 6M | +37.6% | -41.4% | +79.0% | +37.7% |
| YTD | -2.0% | +243.9% | -245.9% | -18.8% |
| 1Y | -6.4% | +305.1% | -311.4% | -24.0% |
| All | +67.8% | +262.9% | -195.1% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling