+1.5%
SMR vs MXL
+13.9%
-12.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.0% | -2.5% | -4.8% |
| 7D | +4.7% | +16.6% | -11.9% | +0.7% |
| 30D | +3.2% | +0.5% | +2.8% | +2.3% |
| 3M | +9.9% | -3.6% | +13.5% | +7.2% |
| 6M | -15.1% | +328.0% | -343.2% | -54.6% |
| YTD | -27.9% | +297.8% | -325.8% | -60.5% |
| 1Y | -70.2% | +339.4% | -409.7% | -84.3% |
| 3Y | +72.5% | +201.7% | -129.3% | -8.2% |
| All | +1.5% | +13.9% | -12.4% | -42.1% |
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 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