-75.5%
SMR vs MXL
+366.1%
-441.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +7.5% | -23.2% | -16.9% |
| 7D | -11.2% | +18.9% | -30.1% | -14.0% |
| 30D | -10.2% | +0.3% | -10.5% | -10.9% |
| 3M | -10.0% | -8.0% | -2.0% | -10.8% |
| 6M | -30.5% | +341.2% | -371.7% | -62.6% |
| YTD | -39.2% | +327.8% | -367.1% | -67.3% |
| 1Y | -75.5% | +364.9% | -440.4% | -88.0% |
| All | -75.5% | +366.1% | -441.6% | -88.0% |
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