+39.4%
EXC vs MXL
-13.1%
+52.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.4% | -11.2% | +0.2% |
| 7D | -1.4% | +5.5% | -6.8% | -1.3% |
| 30D | +8.3% | -32.6% | +40.9% | +8.3% |
| 3M | +2.6% | -13.1% | +15.8% | +2.6% |
| 6M | +5.2% | -41.4% | +46.6% | +5.2% |
| YTD | +7.5% | +243.9% | -236.4% | +5.2% |
| 1Y | +3.2% | +305.1% | -301.9% | +0.6% |
| 3Y | +29.5% | +260.1% | -230.5% | +23.3% |
| All | +39.4% | -13.1% | +52.5% | +41.4% |
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