+31.6%
EXC vs MXL
+262.9%
-231.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.4% | -11.2% | +0.5% |
| 7D | -1.4% | +5.5% | -6.8% | -1.1% |
| 30D | +8.3% | -32.6% | +40.9% | +7.7% |
| 3M | +2.6% | -13.1% | +15.8% | +2.8% |
| 6M | +5.2% | -41.4% | +46.6% | +5.0% |
| YTD | +7.5% | +243.9% | -236.4% | +11.5% |
| 1Y | +3.2% | +305.1% | -301.9% | +7.4% |
| All | +31.6% | +262.9% | -231.2% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling