+470.5%
SRE vs MXL
+298.4%
+172.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.1% | -1.1% |
| 7D | +1.5% | +19.0% | -17.5% | +0.2% |
| 30D | +0.8% | +4.5% | -3.7% | +0.2% |
| 3M | -5.8% | -1.5% | -4.3% | -7.3% |
| 6M | -7.8% | +348.6% | -356.4% | -22.4% |
| YTD | -2.4% | +310.3% | -312.6% | -17.4% |
| 1Y | +8.9% | +344.7% | -335.8% | -9.1% |
| 3Y | +31.1% | +211.2% | -180.1% | +7.6% |
| 5Y | +48.6% | +34.8% | +13.8% | +27.5% |
| 10Y | +126.1% | +286.5% | -160.4% | +61.6% |
| All | +470.5% | +298.4% | +172.1% | +291.0% |
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