+85.9%
EEM vs MXL
+222.8%
-136.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.3% | +0.6% |
| 7D | -1.3% | +18.9% | -20.1% | -2.8% |
| 30D | +2.1% | +0.3% | +1.8% | +1.8% |
| 3M | +1.0% | -8.0% | +9.1% | +0.3% |
| 6M | +15.9% | +341.2% | -325.3% | -2.4% |
| YTD | +24.6% | +327.8% | -303.2% | +5.1% |
| 1Y | +32.3% | +364.9% | -332.6% | +10.1% |
| 3Y | +85.9% | +229.2% | -143.3% | +51.5% |
| All | +85.9% | +222.8% | -136.9% | +51.5% |
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