+82.0%
SPY vs MXL
+29.7%
+52.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.3% |
| 7D | -2.0% | +16.6% | -18.6% | -3.6% |
| 30D | -1.7% | +0.5% | -2.1% | -2.1% |
| 3M | +4.7% | -3.6% | +8.4% | +2.6% |
| 6M | +12.5% | +328.0% | -315.5% | -13.5% |
| YTD | +11.7% | +297.8% | -286.1% | -13.5% |
| 1Y | +17.5% | +339.4% | -321.9% | -11.2% |
| 3Y | +76.6% | +201.7% | -125.2% | +29.5% |
| 5Y | +82.0% | +32.8% | +49.3% | +53.0% |
| All | +82.0% | +29.7% | +52.3% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling