+303.5%
EWY vs MXL
+313.4%
-9.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.5% | -4.3% | +1.8% |
| 7D | -0.1% | +18.9% | -18.9% | -3.4% |
| 30D | +7.3% | +0.3% | +7.0% | +6.8% |
| 3M | -5.1% | -8.0% | +2.9% | -5.4% |
| 6M | +42.1% | +341.2% | -299.2% | +0.3% |
| YTD | +94.1% | +327.8% | -233.7% | +37.4% |
| 1Y | +147.8% | +364.9% | -217.1% | +71.0% |
| 3Y | +222.9% | +229.2% | -6.3% | +114.0% |
| 5Y | +150.6% | +42.8% | +107.8% | +87.3% |
| All | +303.5% | +313.4% | -9.9% | +97.6% |
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 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