+215.2%
EFA vs MXL
+286.3%
-71.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.5% |
| 7D | -2.4% | +16.6% | -19.0% | -4.2% |
| 30D | -2.2% | +0.5% | -2.7% | -2.8% |
| 3M | +5.7% | -3.6% | +9.3% | +3.2% |
| 6M | +8.2% | +328.0% | -319.8% | -17.7% |
| YTD | +11.8% | +297.8% | -286.1% | -14.4% |
| 1Y | +18.3% | +339.4% | -321.1% | -11.4% |
| 3Y | +64.9% | +201.7% | -136.8% | +20.0% |
| 5Y | +52.4% | +32.8% | +19.6% | +20.5% |
| 10Y | +142.4% | +274.8% | -132.4% | +46.9% |
| All | +215.2% | +286.3% | -71.1% | +74.0% |
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