+75.4%
SPY vs MXL
+200.2%
-124.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.4% |
| 7D | -2.0% | +16.6% | -18.6% | -3.1% |
| 30D | -1.7% | +0.5% | -2.1% | -2.0% |
| 3M | +4.7% | -3.6% | +8.4% | +3.2% |
| 6M | +12.5% | +328.0% | -315.5% | -7.2% |
| YTD | +11.7% | +297.8% | -286.1% | -7.4% |
| 1Y | +17.5% | +339.4% | -321.9% | -4.3% |
| All | +75.4% | +200.2% | -124.8% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling