+7.2%
EWZ vs MXL
+249.5%
-242.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.5% |
| 7D | +6.5% | +1.6% | +4.9% | +6.2% |
| 30D | +4.8% | -7.0% | +11.8% | +5.2% |
| 3M | +9.9% | -33.4% | +43.3% | +12.5% |
| 6M | +1.9% | +260.2% | -258.2% | -24.9% |
| YTD | +20.3% | +260.0% | -239.7% | -11.8% |
| 1Y | +35.6% | +303.5% | -267.9% | -3.5% |
| 3Y | +43.4% | +160.4% | -117.0% | -0.8% |
| 5Y | +55.9% | +14.7% | +41.2% | +18.8% |
| 10Y | +84.2% | +215.6% | -131.4% | -0.8% |
| All | +7.2% | +249.5% | -242.3% | -49.4% |
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 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