+1,603.9%
SPGI vs MXL
+249.5%
+1,354.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -2.2% |
| 7D | +0.1% | +1.6% | -1.5% | -0.1% |
| 30D | +8.4% | -7.0% | +15.4% | +8.6% |
| 3M | +11.8% | -33.4% | +45.2% | +13.0% |
| 6M | +5.7% | +260.2% | -254.5% | -20.6% |
| YTD | -9.7% | +260.0% | -269.6% | -32.5% |
| 1Y | -12.5% | +303.5% | -315.9% | -36.5% |
| 3Y | +21.8% | +160.4% | -138.6% | -13.8% |
| 5Y | +8.2% | +14.7% | -6.5% | -15.2% |
| 10Y | +309.5% | +215.6% | +93.9% | +139.8% |
| All | +1,603.9% | +249.5% | +1,354.3% | +791.9% |
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 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