+559.2%
SAP vs MXL
+210.8%
+348.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +1.0% |
| 7D | +0.6% | +13.4% | -12.8% | -0.9% |
| 30D | +6.5% | -29.2% | +35.8% | +9.4% |
| 3M | +12.2% | -27.2% | +39.5% | +13.2% |
| 6M | +46.1% | -36.4% | +82.5% | +43.9% |
| YTD | -1.6% | +220.0% | -221.6% | -27.9% |
| 1Y | -5.1% | +304.8% | -309.9% | -33.2% |
| 3Y | +68.4% | +238.5% | -170.1% | +11.2% |
| 5Y | +79.4% | -18.8% | +98.2% | +44.1% |
| 10Y | +230.5% | +163.1% | +67.3% | +98.6% |
| All | +559.2% | +210.8% | +348.5% | +240.5% |
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