+11.2%
EW vs MXL
+333.4%
-322.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.7% |
| 7D | -3.4% | +16.6% | -20.0% | -3.6% |
| 30D | -7.4% | +0.5% | -7.8% | -7.4% |
| 3M | +0.9% | -3.6% | +4.5% | 0.0% |
| 6M | +1.2% | +328.0% | -326.9% | -9.4% |
| YTD | +1.8% | +297.8% | -296.0% | -8.4% |
| All | +11.2% | +333.4% | -322.1% | +0.2% |
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