+381.3%
EMR vs MXL
+270.5%
+110.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.0% | -6.4% | -1.4% |
| 7D | +3.1% | +15.5% | -12.4% | +0.7% |
| 30D | -3.5% | -11.3% | +7.8% | -2.3% |
| 3M | +9.8% | -16.1% | +25.9% | +8.7% |
| 6M | +10.8% | +323.0% | -312.2% | -23.7% |
| YTD | +15.9% | +281.5% | -265.6% | -18.9% |
| 1Y | +16.4% | +319.3% | -302.9% | -20.7% |
| 3Y | +62.1% | +189.4% | -127.3% | +7.1% |
| 5Y | +62.9% | +26.0% | +36.9% | +19.6% |
| 10Y | +267.8% | +243.5% | +24.3% | +95.9% |
| All | +381.3% | +270.5% | +110.8% | +119.8% |
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 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