+56.2%
SAP vs MXL
+209.6%
-153.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.6% | -1.4% |
| 7D | -0.3% | +19.0% | -19.2% | -0.9% |
| 30D | +0.3% | +4.5% | -4.2% | -0.1% |
| 3M | +16.9% | -1.5% | +18.4% | +14.3% |
| 6M | +6.3% | +348.6% | -342.3% | -11.8% |
| YTD | -12.4% | +310.3% | -322.7% | -27.1% |
| 1Y | -21.6% | +344.7% | -366.3% | -35.6% |
| All | +56.2% | +209.6% | -153.4% | +23.9% |
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 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