+15.1%
EW vs MXL
+209.6%
-194.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.2% | -1.2% |
| 7D | -5.1% | +19.0% | -24.1% | -6.5% |
| 30D | -6.4% | +4.5% | -10.8% | -7.0% |
| 3M | -1.6% | -1.5% | 0.0% | -4.0% |
| 6M | +2.3% | +348.6% | -346.3% | -22.4% |
| YTD | +1.1% | +310.3% | -309.2% | -22.6% |
| 1Y | +8.0% | +344.7% | -336.7% | -19.3% |
| All | +15.1% | +209.6% | -194.5% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling