+11.1%
SMR vs MXL
+9.2%
+1.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +6.0% | +9.3% | +13.7% |
| 7D | +21.4% | +15.5% | +5.9% | +17.2% |
| 30D | +13.8% | -11.3% | +25.2% | +16.6% |
| 3M | +3.9% | -16.1% | +20.0% | +5.0% |
| 6M | -4.2% | +323.0% | -327.2% | -48.7% |
| YTD | -21.1% | +281.5% | -302.6% | -56.2% |
| 1Y | -67.1% | +319.3% | -386.4% | -82.3% |
| 3Y | +88.9% | +189.4% | -100.5% | +1.8% |
| All | +11.1% | +9.2% | +1.9% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling