+55.2%
EWT vs MXL
+276.5%
-221.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -11.1% | +9.9% | +0.2% |
| 7D | -10.9% | -24.3% | +13.5% | -7.8% |
| 30D | -17.7% | -46.1% | +28.4% | -11.6% |
| 3M | -5.0% | -21.8% | +16.8% | -3.2% |
| 6M | +7.4% | -27.2% | +34.6% | +8.8% |
| YTD | +52.8% | +226.2% | -173.4% | +17.5% |
| 1Y | +55.2% | +297.0% | -241.8% | +13.9% |
| All | +55.2% | +276.5% | -221.3% | +13.9% |
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 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