+20.2%
SGOV vs MXL
+40.1%
-19.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.5% | 0.0% |
| 7D | 0.0% | +18.9% | -18.8% | +0.1% |
| 30D | +0.3% | +0.3% | 0.0% | +0.3% |
| 3M | +0.9% | -8.0% | +9.0% | +0.9% |
| 6M | +1.8% | +341.2% | -339.4% | +1.9% |
| YTD | +2.5% | +327.8% | -325.3% | +2.6% |
| 1Y | +3.8% | +364.9% | -361.1% | +3.8% |
| 3Y | +14.4% | +229.2% | -214.8% | +14.4% |
| All | +20.2% | +40.1% | -19.9% | +20.2% |
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