+83.8%
SPYM vs MXL
+40.1%
+43.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.7% | +0.1% |
| 7D | -0.8% | +18.9% | -19.6% | -2.5% |
| 30D | -1.1% | +0.3% | -1.4% | -1.5% |
| 3M | +3.9% | -8.0% | +11.9% | +2.4% |
| 6M | +13.6% | +341.2% | -327.6% | -12.3% |
| YTD | +12.7% | +327.8% | -315.1% | -13.1% |
| 1Y | +17.6% | +364.9% | -347.3% | -11.2% |
| 3Y | +77.2% | +229.2% | -152.0% | +29.4% |
| All | +83.8% | +40.1% | +43.7% | +54.9% |
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