+934.1%
EW vs MXL
+298.4%
+635.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.2% | -1.6% |
| 7D | -5.1% | +19.0% | -24.1% | -7.4% |
| 30D | -6.4% | +4.5% | -10.8% | -7.5% |
| 3M | -1.6% | -1.5% | 0.0% | -5.0% |
| 6M | +2.3% | +348.6% | -346.3% | -26.8% |
| YTD | +1.1% | +310.3% | -309.2% | -26.9% |
| 1Y | +8.0% | +344.7% | -336.7% | -23.8% |
| 3Y | +16.3% | +211.2% | -194.8% | -18.7% |
| 5Y | -29.4% | +34.8% | -64.3% | -45.6% |
| 10Y | +125.6% | +286.5% | -160.9% | +35.8% |
| All | +934.1% | +298.4% | +635.7% | +460.0% |
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