-45.9%
SE vs MXL
+366.1%
-412.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.5% | -8.9% | -1.5% |
| 7D | -5.2% | +18.9% | -24.1% | -5.5% |
| 30D | -17.1% | +0.3% | -17.4% | -17.1% |
| 3M | +24.0% | -8.0% | +32.0% | +23.2% |
| 6M | +21.0% | +341.2% | -320.3% | +0.5% |
| YTD | -16.7% | +327.8% | -344.5% | -31.0% |
| 1Y | -45.9% | +364.9% | -410.8% | -56.5% |
| All | -45.9% | +366.1% | -412.0% | -56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling