+14.8%
SPY vs MXL
+276.5%
-261.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -11.1% | +12.8% | +2.1% |
| 7D | -0.7% | -24.3% | +23.6% | +0.3% |
| 30D | -1.0% | -46.1% | +45.1% | +1.0% |
| 3M | -0.3% | -21.8% | +21.5% | +0.1% |
| 6M | +7.3% | -27.2% | +34.6% | +7.3% |
| YTD | +13.3% | +226.2% | -212.8% | -0.7% |
| 1Y | +14.8% | +297.0% | -282.2% | -3.3% |
| All | +14.8% | +276.5% | -261.7% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling