+3.7%
SO vs MXL
+276.5%
-272.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -11.1% | +10.5% | -1.0% |
| 7D | +1.7% | -24.3% | +26.1% | +1.0% |
| 30D | +11.1% | -46.1% | +57.2% | +9.6% |
| 3M | +0.7% | -21.8% | +22.5% | +0.3% |
| 6M | -1.4% | -27.2% | +25.8% | -1.5% |
| YTD | +9.4% | +226.2% | -216.7% | +15.3% |
| 1Y | +3.7% | +297.0% | -293.3% | +10.7% |
| All | +3.7% | +276.5% | -272.8% | +10.7% |
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