+97.9%
EWT vs MXL
+316.6%
-218.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.7% | +1.2% |
| 7D | +4.0% | +1.6% | +2.3% | +3.7% |
| 30D | +10.3% | -7.0% | +17.3% | +10.8% |
| 3M | +6.1% | -33.4% | +39.5% | +8.9% |
| 6M | +56.6% | +260.2% | -203.5% | +20.7% |
| YTD | +76.6% | +260.0% | -183.4% | +35.3% |
| 1Y | +97.9% | +303.5% | -205.6% | +45.6% |
| All | +97.9% | +316.6% | -218.7% | +45.6% |
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