+589.4%
SE vs MXL
+167.2%
+422.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -2.2% |
| 7D | -6.1% | +1.6% | -7.7% | -6.5% |
| 30D | -2.5% | -7.0% | +4.5% | -1.8% |
| 3M | +21.7% | -33.4% | +55.1% | +25.4% |
| 6M | +27.0% | +260.2% | -233.2% | -30.4% |
| YTD | -12.1% | +260.0% | -272.1% | -52.3% |
| 1Y | -40.9% | +303.5% | -344.4% | -69.8% |
| 3Y | +191.0% | +160.4% | +30.6% | +42.9% |
| 5Y | -68.3% | +14.7% | -83.0% | -78.9% |
| All | +589.4% | +167.2% | +422.2% | +207.5% |
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