-13.6%
SOUN vs MXL
+38.9%
-52.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.5% | -8.9% | -3.5% |
| 7D | -4.4% | +19.0% | -23.4% | -9.3% |
| 30D | -13.1% | +4.5% | -17.6% | -15.4% |
| 3M | -7.7% | -1.5% | -6.2% | -13.2% |
| 6M | -21.2% | +348.6% | -369.8% | -64.3% |
| YTD | -35.0% | +310.3% | -345.3% | -69.6% |
| 1Y | -56.4% | +344.7% | -401.1% | -80.4% |
| 3Y | +181.7% | +211.2% | -29.4% | +23.8% |
| All | -13.6% | +38.9% | -52.5% | -34.0% |
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