-8.9%
EWZ vs MXL
+199.9%
-208.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.9% |
| 7D | +1.3% | -15.9% | +17.2% | +3.0% |
| 30D | -26.2% | -44.0% | +17.9% | -21.3% |
| 3M | -8.6% | -21.3% | +12.7% | -8.2% |
| 6M | -17.0% | -46.1% | +29.0% | -14.9% |
| YTD | +2.2% | +208.8% | -206.7% | -25.3% |
| 1Y | +2.7% | +255.5% | -252.9% | -27.0% |
| 3Y | +18.2% | +223.3% | -205.1% | -23.7% |
| 5Y | +56.0% | -18.1% | +74.1% | +24.3% |
| 10Y | +60.8% | +159.9% | -99.1% | -12.9% |
| All | -8.9% | +199.9% | -208.8% | -57.1% |
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 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