+314.7%
SPY vs MXL
+313.4%
+1.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.5% | -6.7% | -0.1% |
| 7D | -0.8% | +18.9% | -19.6% | -3.1% |
| 30D | -1.1% | +0.3% | -1.4% | -1.6% |
| 3M | +3.9% | -8.0% | +11.9% | +1.9% |
| 6M | +13.6% | +341.2% | -327.6% | -17.6% |
| YTD | +12.7% | +327.8% | -315.2% | -18.3% |
| 1Y | +17.5% | +364.9% | -347.4% | -16.8% |
| 3Y | +76.9% | +229.2% | -152.3% | +20.6% |
| 5Y | +83.6% | +42.8% | +40.8% | +40.0% |
| All | +314.7% | +313.4% | +1.4% | +121.5% |
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 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