+3.8%
EXC vs MXL
+329.6%
-325.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.8% |
| 7D | -1.6% | +16.6% | -18.3% | -1.3% |
| 30D | -2.4% | +0.5% | -2.8% | -2.3% |
| 3M | -4.0% | -3.6% | -0.3% | -3.8% |
| 6M | -9.8% | +328.0% | -337.8% | -6.4% |
| YTD | +2.3% | +297.8% | -295.5% | +6.3% |
| 1Y | +3.8% | +339.4% | -335.6% | +8.6% |
| All | +3.8% | +329.6% | -325.8% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling