+125.0%
SU vs MXL
+222.8%
-97.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.7% | -0.4% |
| 7D | +2.2% | +18.9% | -16.6% | +1.6% |
| 30D | +8.4% | +0.3% | +8.1% | +8.3% |
| 3M | +12.1% | -8.0% | +20.1% | +11.3% |
| 6M | +19.7% | +341.2% | -321.6% | +6.9% |
| YTD | +58.4% | +327.8% | -269.4% | +41.5% |
| 1Y | +67.2% | +364.9% | -297.7% | +47.7% |
| 3Y | +125.0% | +229.2% | -104.2% | +90.4% |
| All | +125.0% | +222.8% | -97.8% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling