-14.4%
SMR vs MXL
+22.5%
-36.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +7.5% | -23.2% | -17.5% |
| 7D | -11.2% | +18.9% | -30.1% | -15.4% |
| 30D | -10.2% | +0.3% | -10.5% | -11.2% |
| 3M | -10.0% | -8.0% | -2.0% | -11.6% |
| 6M | -30.5% | +341.2% | -371.7% | -63.1% |
| YTD | -39.2% | +327.8% | -367.1% | -67.4% |
| 1Y | -75.5% | +364.9% | -440.4% | -87.3% |
| 3Y | +45.4% | +229.2% | -183.8% | -24.5% |
| All | -14.4% | +22.5% | -36.9% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling