+56.2%
EMR vs MXL
+200.2%
-143.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -1.0% |
| 7D | -1.2% | +16.6% | -17.9% | -2.6% |
| 30D | -9.4% | +0.5% | -9.9% | -9.8% |
| 3M | +8.6% | -3.6% | +12.2% | +6.7% |
| 6M | +6.7% | +328.0% | -321.3% | -17.8% |
| YTD | +13.1% | +297.8% | -284.8% | -12.2% |
| 1Y | +12.7% | +339.4% | -326.7% | -14.4% |
| All | +56.2% | +200.2% | -143.9% | +16.8% |
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