-8.8%
EQT vs MXL
+206.6%
-215.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -22.1% | +18.4% | -3.4% |
| 7D | -7.2% | -38.1% | +30.9% | -7.0% |
| 30D | -3.5% | -59.5% | +55.9% | -3.3% |
| 3M | -1.2% | -34.3% | +33.1% | -1.1% |
| 6M | -13.3% | -45.8% | +32.5% | -12.9% |
| YTD | -4.7% | +154.2% | -158.9% | -6.9% |
| 1Y | -8.8% | +192.1% | -200.9% | -12.8% |
| All | -8.8% | +206.6% | -215.4% | -12.8% |
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 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