+12.4%
EMR vs MXL
+366.1%
-353.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.5% | -5.0% | +2.2% |
| 7D | -0.4% | +18.9% | -19.3% | -1.2% |
| 30D | -6.8% | +0.3% | -7.1% | -6.9% |
| 3M | +7.5% | -8.0% | +15.5% | +6.9% |
| 6M | +9.9% | +341.2% | -331.4% | -13.5% |
| YTD | +16.0% | +327.8% | -311.9% | -8.7% |
| 1Y | +12.4% | +364.9% | -352.5% | -14.1% |
| All | +12.4% | +366.1% | -353.6% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling