+67.6%
EWZ vs MXL
+23.2%
+44.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.0% | -4.0% | +1.6% |
| 7D | +5.6% | +15.5% | -9.9% | +4.7% |
| 30D | +9.3% | -11.3% | +20.6% | +9.8% |
| 3M | +15.7% | -16.1% | +31.8% | +15.3% |
| 6M | +7.4% | +323.0% | -315.6% | -7.6% |
| YTD | +22.7% | +281.5% | -258.8% | +6.3% |
| 1Y | +36.4% | +319.3% | -282.9% | +16.7% |
| 3Y | +50.4% | +189.4% | -139.0% | +26.3% |
| 5Y | +67.6% | +26.0% | +41.6% | +55.4% |
| All | +67.6% | +23.2% | +44.4% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling