+0.3%
EWZ vs MXL
+258.9%
-258.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -1.3% |
| 7D | +1.3% | -15.9% | +17.2% | +1.6% |
| 30D | -26.2% | -44.0% | +17.9% | -25.2% |
| 3M | -8.6% | -21.3% | +12.7% | -8.5% |
| 6M | -17.0% | -46.1% | +29.0% | -16.7% |
| YTD | +2.2% | +208.8% | -206.7% | -10.6% |
| All | +0.3% | +258.9% | -258.6% | -14.2% |
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