-38.2%
SNDU vs MXL
+166.3%
-204.5%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -44.1% | -22.1% | -22.1% | -26.5% |
| 7D | -67.5% | -38.1% | -29.4% | -47.9% |
| 30D | -80.3% | -59.5% | -20.8% | -56.6% |
| 3M | -74.1% | -34.3% | -39.8% | -61.2% |
| 6M | -85.8% | -45.8% | -40.0% | -69.5% |
| All | -38.2% | +166.3% | -204.5% | -66.4% |
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