+2,684.0%
SNDK vs MXL
+316.6%
+2,367.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.5% | +6.4% | +9.7% |
| 7D | +17.2% | +1.6% | +15.5% | +16.4% |
| 30D | +28.8% | -7.0% | +35.8% | +31.6% |
| 3M | -1.1% | -33.4% | +32.3% | +15.3% |
| 6M | +190.5% | +260.2% | -69.7% | +65.6% |
| YTD | +633.0% | +260.0% | +373.0% | +312.5% |
| 1Y | +2,684.0% | +303.5% | +2,380.5% | +1,299.9% |
| All | +2,684.0% | +316.6% | +2,367.4% | +1,299.9% |
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 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