+1,185.7%
EW vs MXL
+210.8%
+974.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +1.9% |
| 7D | +4.9% | +13.4% | -8.5% | +3.1% |
| 30D | +23.9% | -29.2% | +53.2% | +27.8% |
| 3M | +15.8% | -27.2% | +43.0% | +17.2% |
| 6M | +31.7% | -36.4% | +68.1% | +31.0% |
| YTD | +25.7% | +220.0% | -194.3% | -8.3% |
| 1Y | +24.4% | +304.8% | -280.4% | -12.9% |
| 3Y | +65.9% | +238.5% | -172.6% | +11.1% |
| 5Y | -7.6% | -18.8% | +11.1% | -25.1% |
| 10Y | +253.2% | +163.1% | +90.1% | +118.1% |
| All | +1,185.7% | +210.8% | +974.9% | +602.4% |
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