+2.2%
SO vs MXL
-44.3%
+46.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.4% | +6.6% | +1.0% |
| 7D | +1.4% | +13.4% | -12.1% | +1.9% |
| 30D | +4.7% | -29.2% | +33.9% | +3.5% |
| 3M | +1.7% | -27.2% | +28.9% | +1.0% |
| 6M | +2.2% | -36.4% | +38.6% | +0.9% |
| All | +2.2% | -44.3% | +46.5% | +0.9% |
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