+75.7%
SAP vs MXL
-10.3%
+86.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.4% | -11.2% | -0.5% |
| 7D | -2.5% | +5.5% | -7.9% | -3.1% |
| 30D | +7.5% | -32.6% | +40.1% | +9.5% |
| 3M | +11.6% | -13.1% | +24.8% | +10.8% |
| 6M | +37.6% | -41.4% | +79.0% | +37.7% |
| YTD | -2.0% | +243.9% | -245.9% | -24.5% |
| 1Y | -6.4% | +305.1% | -311.4% | -29.7% |
| 3Y | +67.7% | +260.1% | -192.4% | +15.9% |
| 5Y | +75.7% | -12.1% | +87.8% | +54.4% |
| All | +75.7% | -10.3% | +86.0% | +54.4% |
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