-49.3%
SOUN vs MXL
+316.6%
-365.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.9% |
| 7D | -5.2% | +1.6% | -6.8% | -5.5% |
| 30D | +4.8% | -7.0% | +11.8% | +5.6% |
| 3M | -15.9% | -33.4% | +17.5% | -13.4% |
| 6M | -17.4% | +260.2% | -277.6% | -54.8% |
| YTD | -32.4% | +260.0% | -292.4% | -63.8% |
| 1Y | -49.3% | +303.5% | -352.8% | -75.3% |
| All | -49.3% | +316.6% | -365.9% | -75.3% |
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