-73.1%
SMR vs MXL
+316.6%
-389.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -1.4% |
| 7D | +4.4% | +1.6% | +2.8% | +4.1% |
| 30D | +3.4% | -7.0% | +10.4% | +4.2% |
| 3M | -19.2% | -33.4% | +14.2% | -16.0% |
| 6M | -22.6% | +260.2% | -282.8% | -56.5% |
| YTD | -31.5% | +260.0% | -291.5% | -62.1% |
| 1Y | -73.1% | +303.5% | -376.6% | -86.4% |
| All | -73.1% | +316.6% | -389.7% | -86.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling