+273.0%
EMR vs MXL
+313.4%
-40.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.5% | -5.0% | +1.4% |
| 7D | -0.4% | +18.9% | -19.3% | -3.2% |
| 30D | -6.8% | +0.3% | -7.1% | -7.3% |
| 3M | +7.5% | -8.0% | +15.5% | +5.0% |
| 6M | +9.9% | +341.2% | -331.4% | -26.3% |
| YTD | +16.0% | +327.8% | -311.9% | -22.1% |
| 1Y | +12.4% | +364.9% | -352.5% | -26.5% |
| 3Y | +60.2% | +229.2% | -169.0% | +0.3% |
| 5Y | +67.9% | +42.8% | +25.1% | +18.8% |
| All | +273.0% | +313.4% | -40.3% | +60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling