+181.4%
EQT vs MXL
+286.3%
-104.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.0% |
| 7D | -1.2% | +16.6% | -17.8% | -3.4% |
| 30D | +1.1% | +0.5% | +0.6% | +0.4% |
| 3M | +4.8% | -3.6% | +8.4% | +1.5% |
| 6M | -10.6% | +328.0% | -338.6% | -36.7% |
| YTD | +3.4% | +297.8% | -294.4% | -26.4% |
| 1Y | +8.7% | +339.4% | -330.7% | -24.8% |
| 3Y | +35.0% | +201.7% | -166.8% | -8.6% |
| 5Y | +204.2% | +32.8% | +171.5% | +126.4% |
| 10Y | +52.5% | +274.8% | -222.3% | -15.4% |
| All | +181.4% | +286.3% | -104.8% | +45.4% |
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 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