+136.2%
EEM vs MXL
+298.4%
-162.2%
-39.8%
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% | -1.6% |
| 7D | +2.0% | +19.0% | -17.0% | -0.7% |
| 30D | +5.1% | +4.5% | +0.6% | +3.9% |
| 3M | +4.6% | -1.5% | +6.1% | +2.0% |
| 6M | +17.8% | +348.6% | -330.9% | -14.3% |
| YTD | +25.8% | +310.3% | -284.4% | -7.5% |
| 1Y | +36.4% | +344.7% | -308.3% | -1.9% |
| 3Y | +90.0% | +211.2% | -121.2% | +31.9% |
| 5Y | +46.6% | +34.8% | +11.7% | +12.2% |
| 10Y | +132.3% | +286.5% | -154.3% | +31.4% |
| All | +136.2% | +298.4% | -162.2% | +18.6% |
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