-16.5%
SOUN vs MXL
+44.8%
-61.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.9% | -2.5% |
| 7D | -7.1% | +18.9% | -26.0% | -11.9% |
| 30D | -15.4% | +0.3% | -15.7% | -16.6% |
| 3M | -10.6% | -8.0% | -2.5% | -14.0% |
| 6M | -19.6% | +341.2% | -360.9% | -63.1% |
| YTD | -37.2% | +327.8% | -365.0% | -71.0% |
| 1Y | -57.1% | +364.9% | -422.0% | -81.0% |
| 3Y | +178.2% | +229.2% | -51.0% | +20.0% |
| All | -16.5% | +44.8% | -61.3% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling