+65.5%
EWZ vs MXL
+161.3%
-95.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -1.0% |
| 7D | +1.3% | -15.9% | +17.2% | +2.8% |
| 30D | -26.2% | -44.0% | +17.9% | -21.7% |
| 3M | -8.6% | -21.3% | +12.7% | -8.3% |
| 6M | -17.0% | -46.1% | +29.0% | -15.0% |
| YTD | +2.2% | +208.8% | -206.7% | -24.6% |
| 1Y | +2.7% | +255.5% | -252.9% | -26.3% |
| 3Y | +18.2% | +223.3% | -205.1% | -23.7% |
| 5Y | +56.0% | -18.1% | +74.1% | +29.0% |
| All | +65.5% | +161.3% | -95.8% | -23.4% |
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