+43.8%
SO vs MXL
+209.6%
-165.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.3% | -0.5% |
| 7D | 0.0% | +19.0% | -19.0% | +0.5% |
| 30D | -2.5% | +4.5% | -7.0% | -2.3% |
| 3M | -4.2% | -1.5% | -2.7% | -3.7% |
| 6M | -7.7% | +348.6% | -356.3% | -2.2% |
| YTD | +3.8% | +310.3% | -306.5% | +9.7% |
| 1Y | +0.1% | +344.7% | -344.7% | +6.3% |
| All | +43.8% | +209.6% | -165.8% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling