+503.7%
SAP vs MXL
+249.5%
+254.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.5% |
| 7D | -2.9% | +1.6% | -4.5% | -3.1% |
| 30D | +9.0% | -7.0% | +16.0% | +9.3% |
| 3M | +14.9% | -33.4% | +48.4% | +16.0% |
| 6M | +11.9% | +260.2% | -248.3% | -16.5% |
| YTD | -9.9% | +260.0% | -269.9% | -33.2% |
| 1Y | -19.5% | +303.5% | -323.0% | -41.9% |
| 3Y | +61.8% | +160.4% | -98.6% | +14.5% |
| 5Y | +56.2% | +14.7% | +41.5% | +21.6% |
| 10Y | +180.6% | +215.6% | -35.0% | +68.6% |
| All | +503.7% | +249.5% | +254.1% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling