+776.8%
SPYM vs MXL
+298.4%
+478.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.0% | -1.4% |
| 7D | -0.4% | +19.0% | -19.3% | -2.6% |
| 30D | -1.4% | +4.5% | -5.9% | -2.4% |
| 3M | +3.7% | -1.5% | +5.2% | +0.9% |
| 6M | +13.0% | +348.6% | -335.6% | -15.7% |
| YTD | +12.5% | +310.3% | -297.8% | -15.4% |
| 1Y | +18.6% | +344.7% | -326.1% | -12.6% |
| 3Y | +78.0% | +211.2% | -133.2% | +27.6% |
| 5Y | +82.3% | +34.8% | +47.5% | +42.8% |
| 10Y | +322.9% | +286.5% | +36.3% | +160.9% |
| All | +776.8% | +298.4% | +478.4% | +406.0% |
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