+338.3%
SU vs MXL
+40.1%
+298.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.7% | -0.7% |
| 7D | +2.2% | +18.9% | -16.6% | +0.9% |
| 30D | +8.4% | +0.3% | +8.1% | +8.1% |
| 3M | +12.1% | -8.0% | +20.1% | +10.7% |
| 6M | +19.7% | +341.2% | -321.6% | -2.1% |
| YTD | +58.4% | +327.8% | -269.4% | +29.5% |
| 1Y | +67.2% | +364.9% | -297.7% | +34.3% |
| 3Y | +125.0% | +229.2% | -104.2% | +75.1% |
| All | +338.3% | +40.1% | +298.2% | +251.1% |
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