+190.8%
EQT vs MXL
+40.1%
+150.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.2% | -2.3% |
| 7D | -2.0% | +18.9% | -20.8% | -3.6% |
| 30D | 0.0% | +0.3% | -0.3% | -0.4% |
| 3M | +5.9% | -8.0% | +14.0% | +4.4% |
| 6M | -14.8% | +341.2% | -356.0% | -34.7% |
| YTD | +1.8% | +327.8% | -326.1% | -22.2% |
| 1Y | +7.4% | +364.9% | -357.5% | -19.7% |
| 3Y | +33.6% | +229.2% | -195.6% | -2.5% |
| All | +190.8% | +40.1% | +150.7% | +144.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling