-29.3%
EW vs MXL
+40.1%
-69.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.5% | -10.3% | -3.6% |
| 7D | -6.2% | +18.9% | -25.0% | -8.1% |
| 30D | -9.3% | +0.3% | -9.7% | -9.9% |
| 3M | -1.6% | -8.0% | +6.4% | -3.9% |
| 6M | -0.8% | +341.2% | -342.1% | -29.5% |
| YTD | -1.0% | +327.8% | -328.9% | -29.6% |
| 1Y | +8.2% | +364.9% | -356.7% | -25.3% |
| 3Y | +12.7% | +229.2% | -216.5% | -22.6% |
| All | -29.3% | +40.1% | -69.4% | -41.9% |
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