+214.7%
SNDU vs MXL
+348.1%
-133.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +7.5% | -15.2% | -13.1% |
| 7D | -12.7% | +18.9% | -31.6% | -23.9% |
| 30D | +35.8% | +0.3% | +35.5% | +36.2% |
| 3M | -54.8% | -8.0% | -46.8% | -42.3% |
| All | +214.7% | +348.1% | -133.4% | +4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling