+20.6%
EXC vs MXL
+209.6%
-189.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.1% | -0.4% |
| 7D | +0.3% | +19.0% | -18.7% | +0.7% |
| 30D | -0.9% | +4.5% | -5.3% | -0.7% |
| 3M | -2.7% | -1.5% | -1.2% | -2.4% |
| 6M | -9.4% | +348.6% | -358.0% | -6.3% |
| YTD | +3.0% | +310.3% | -307.2% | +6.4% |
| 1Y | +5.1% | +344.7% | -339.6% | +8.9% |
| All | +20.6% | +209.6% | -189.0% | +26.3% |
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