+61.9%
SE vs MXL
+256.9%
-195.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.8% |
| 7D | -1.5% | +33.1% | -34.5% | -3.6% |
| 30D | -22.3% | -33.5% | +11.2% | -20.6% |
| 3M | -41.8% | -20.7% | -21.2% | -41.6% |
| 6M | -22.4% | -35.9% | +13.5% | -22.3% |
| YTD | -41.6% | +238.3% | -279.9% | -55.2% |
| 1Y | -48.0% | +296.2% | -344.3% | -61.3% |
| All | +61.9% | +256.9% | -195.0% | +30.5% |
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 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