+251.0%
SPOT vs MXL
+214.3%
+36.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.6% | -2.2% |
| 7D | -6.5% | +19.0% | -25.5% | -9.1% |
| 30D | +2.2% | +4.5% | -2.3% | +0.6% |
| 3M | +5.4% | -1.5% | +6.9% | +0.2% |
| 6M | -4.0% | +348.6% | -352.6% | -39.2% |
| YTD | -9.9% | +310.3% | -320.2% | -42.5% |
| 1Y | -27.3% | +344.7% | -372.0% | -55.2% |
| 3Y | +236.4% | +211.2% | +25.2% | +95.9% |
| 5Y | +112.6% | +34.8% | +77.7% | +52.4% |
| All | +251.0% | +214.3% | +36.7% | +79.5% |
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