+774.8%
SPY vs MXL
+270.5%
+504.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.0% | -6.5% | -1.3% |
| 7D | +0.5% | +15.5% | -14.9% | -1.4% |
| 30D | -0.9% | -11.3% | +10.4% | +0.1% |
| 3M | +3.9% | -16.1% | +20.0% | +3.1% |
| 6M | +14.5% | +323.0% | -308.5% | -15.2% |
| YTD | +12.9% | +281.5% | -268.6% | -15.5% |
| 1Y | +19.4% | +319.3% | -299.9% | -12.8% |
| 3Y | +78.5% | +189.4% | -110.9% | +26.9% |
| 5Y | +81.8% | +26.0% | +55.8% | +41.9% |
| 10Y | +311.5% | +243.5% | +68.0% | +149.5% |
| All | +774.8% | +270.5% | +504.3% | +380.0% |
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 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