+45.7%
EXC vs MXL
+34.9%
+10.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.1% | -0.6% |
| 7D | +0.3% | +19.0% | -18.7% | +0.3% |
| 30D | -0.9% | +4.5% | -5.3% | -0.9% |
| 3M | -2.7% | -1.5% | -1.2% | -2.9% |
| 6M | -9.4% | +348.6% | -358.0% | -11.8% |
| YTD | +3.0% | +310.3% | -307.2% | +0.3% |
| 1Y | +5.1% | +344.7% | -339.6% | +2.1% |
| 3Y | +20.6% | +211.2% | -190.6% | +16.6% |
| 5Y | +45.7% | +34.8% | +10.9% | +43.0% |
| All | +45.7% | +34.9% | +10.8% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling