+184.3%
SE vs MXL
+209.6%
-25.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.5% | -11.6% | -4.7% |
| 7D | -3.6% | +19.0% | -22.6% | -5.1% |
| 30D | -5.3% | +4.5% | -9.8% | -6.0% |
| 3M | +28.1% | -1.5% | +29.6% | +24.9% |
| 6M | +20.7% | +348.6% | -328.0% | -11.4% |
| YTD | -14.8% | +310.3% | -325.1% | -36.8% |
| 1Y | -43.6% | +344.7% | -388.3% | -59.2% |
| All | +184.3% | +209.6% | -25.3% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling