+157.2%
EXC vs MXL
+284.4%
-127.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.5% |
| 7D | -1.6% | +16.6% | -18.3% | -2.5% |
| 30D | -2.4% | +0.5% | -2.8% | -2.6% |
| 3M | -4.0% | -3.6% | -0.3% | -5.3% |
| 6M | -9.8% | +328.0% | -337.8% | -22.7% |
| YTD | +2.3% | +297.8% | -295.5% | -12.0% |
| 1Y | +3.8% | +339.4% | -335.6% | -12.0% |
| 3Y | +19.7% | +201.7% | -182.0% | -0.9% |
| 5Y | +45.6% | +32.8% | +12.9% | +28.6% |
| All | +157.2% | +284.4% | -127.2% | +51.1% |
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 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