+513.6%
EWT vs MXL
+313.4%
+200.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.5% | -5.7% | +0.6% |
| 7D | -1.1% | +18.9% | -20.0% | -3.9% |
| 30D | +4.5% | +0.3% | +4.1% | +3.8% |
| 3M | +8.3% | -8.0% | +16.3% | +6.8% |
| 6M | +54.2% | +341.2% | -287.0% | +10.3% |
| YTD | +74.6% | +327.8% | -253.2% | +25.0% |
| 1Y | +84.9% | +364.9% | -280.0% | +29.4% |
| 3Y | +197.5% | +229.2% | -31.7% | +101.3% |
| 5Y | +150.6% | +42.8% | +107.8% | +88.4% |
| All | +513.6% | +313.4% | +200.3% | +226.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling