+196.7%
EXC vs MXL
+161.9%
+34.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.4% | +6.8% | +1.6% |
| 7D | +1.4% | +13.4% | -12.0% | +0.7% |
| 30D | +8.6% | -29.2% | +37.8% | +9.8% |
| 3M | +2.4% | -27.2% | +29.6% | +2.9% |
| 6M | +6.5% | -36.4% | +42.9% | +6.2% |
| YTD | +9.0% | +220.0% | -211.0% | -6.0% |
| 1Y | +4.6% | +304.8% | -300.2% | -11.9% |
| 3Y | +33.5% | +238.5% | -205.0% | +6.1% |
| 5Y | +41.4% | -18.8% | +60.2% | +32.2% |
| All | +196.7% | +161.9% | +34.8% | +77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling