+1,837.5%
SNDK vs MXL
+366.1%
+1,471.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.5% | -11.0% | -6.4% |
| 7D | -6.1% | +18.9% | -25.0% | -12.7% |
| 30D | +21.5% | +0.3% | +21.2% | +20.7% |
| 3M | -13.2% | -8.0% | -5.1% | -9.1% |
| 6M | +149.2% | +341.2% | -192.0% | +29.3% |
| YTD | +588.1% | +327.8% | +260.2% | +260.0% |
| 1Y | +1,837.5% | +364.9% | +1,472.6% | +809.3% |
| All | +1,837.5% | +366.1% | +1,471.5% | +809.3% |
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