+56.2%
SAP vs MXL
+34.9%
+21.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.6% | -1.7% |
| 7D | -0.3% | +19.0% | -19.2% | -1.6% |
| 30D | +0.3% | +4.5% | -4.2% | -0.4% |
| 3M | +16.9% | -1.5% | +18.4% | +13.2% |
| 6M | +6.3% | +348.6% | -342.3% | -18.5% |
| YTD | -12.4% | +310.3% | -322.7% | -32.5% |
| 1Y | -21.6% | +344.7% | -366.3% | -40.7% |
| 3Y | +54.8% | +211.2% | -156.4% | +13.2% |
| 5Y | +56.2% | +34.8% | +21.3% | +31.8% |
| All | +56.2% | +34.9% | +21.2% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling