+443.0%
SO vs MXL
+249.5%
+193.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.3% | -0.9% |
| 7D | -0.2% | +1.6% | -1.8% | -0.2% |
| 30D | -4.6% | -7.0% | +2.4% | -4.5% |
| 3M | -3.0% | -33.4% | +30.4% | -2.6% |
| 6M | -8.3% | +260.2% | -268.4% | -14.9% |
| YTD | +3.5% | +260.0% | -256.4% | -4.1% |
| 1Y | -0.9% | +303.5% | -304.4% | -9.0% |
| 3Y | +45.4% | +160.4% | -115.1% | +32.3% |
| 5Y | +59.6% | +14.7% | +44.9% | +49.8% |
| 10Y | +156.6% | +215.6% | -59.0% | +107.8% |
| All | +443.0% | +249.5% | +193.5% | +326.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling