+35.3%
EWZ vs MXL
+329.6%
-294.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.4% |
| 7D | +1.1% | +16.6% | -15.5% | +0.6% |
| 30D | +13.5% | +0.5% | +13.0% | +13.3% |
| 3M | +15.2% | -3.6% | +18.9% | +14.6% |
| 6M | +3.7% | +328.0% | -324.3% | -10.3% |
| YTD | +22.5% | +297.8% | -275.3% | +6.8% |
| 1Y | +35.3% | +339.4% | -304.2% | +15.1% |
| All | +35.3% | +329.6% | -294.4% | +15.1% |
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