+386.5%
EWY vs MXL
+286.3%
+100.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -3.6% |
| 7D | +1.2% | +16.6% | -15.4% | -1.6% |
| 30D | +9.3% | +0.5% | +8.8% | +8.8% |
| 3M | +2.4% | -3.6% | +6.1% | +1.5% |
| 6M | +40.3% | +328.0% | -287.7% | +1.0% |
| YTD | +88.0% | +297.8% | -209.8% | +36.7% |
| 1Y | +143.8% | +339.4% | -195.6% | +72.7% |
| 3Y | +217.8% | +201.7% | +16.0% | +118.4% |
| 5Y | +142.7% | +32.8% | +110.0% | +84.9% |
| 10Y | +291.7% | +274.8% | +16.9% | +120.3% |
| All | +386.5% | +286.3% | +100.2% | +141.7% |
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