-1.0%
SO vs MXL
+329.6%
-330.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.7% |
| 7D | -1.1% | +16.6% | -17.8% | -0.8% |
| 30D | -3.7% | +0.5% | -4.2% | -3.6% |
| 3M | -5.9% | -3.6% | -2.3% | -5.7% |
| 6M | -7.3% | +328.0% | -335.4% | -2.6% |
| YTD | +3.1% | +297.8% | -294.7% | +8.4% |
| 1Y | -1.0% | +339.4% | -340.4% | +4.8% |
| All | -1.0% | +329.6% | -330.6% | +4.8% |
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