-66.9%
SE vs MXL
+29.7%
-96.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.3% |
| 7D | -4.8% | +16.6% | -21.4% | -7.8% |
| 30D | -18.1% | +0.5% | -18.6% | -18.9% |
| 3M | +30.6% | -3.6% | +34.3% | +23.8% |
| 6M | +20.8% | +328.0% | -307.3% | -33.5% |
| YTD | -15.6% | +297.8% | -313.4% | -53.0% |
| 1Y | -44.2% | +339.4% | -383.6% | -70.6% |
| 3Y | +181.5% | +201.7% | -20.2% | +38.2% |
| 5Y | -66.9% | +32.8% | -99.7% | -73.3% |
| All | -66.9% | +29.7% | -96.6% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling