+252.8%
SPOT vs MXL
+227.8%
+25.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.8% | -0.4% |
| 7D | -3.1% | +18.9% | -21.9% | -5.8% |
| 30D | +7.4% | +0.3% | +7.1% | +6.5% |
| 3M | +8.2% | -8.0% | +16.2% | +4.5% |
| 6M | +2.2% | +341.2% | -339.0% | -34.8% |
| YTD | -9.5% | +327.8% | -337.3% | -42.6% |
| 1Y | -23.8% | +364.9% | -388.7% | -53.4% |
| 3Y | +233.5% | +229.2% | +4.2% | +92.0% |
| 5Y | +112.2% | +42.8% | +69.4% | +50.5% |
| All | +252.8% | +227.8% | +25.0% | +79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling