+72.5%
SMR vs MXL
+200.2%
-127.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.0% | -2.5% | -4.7% |
| 7D | +4.7% | +16.6% | -11.9% | +0.4% |
| 30D | +3.2% | +0.5% | +2.8% | +2.2% |
| 3M | +9.9% | -3.6% | +13.5% | +6.9% |
| 6M | -15.1% | +328.0% | -343.2% | -59.2% |
| YTD | -27.9% | +297.8% | -325.8% | -64.3% |
| 1Y | -70.2% | +339.4% | -409.7% | -86.0% |
| All | +72.5% | +200.2% | -127.7% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling