+168.3%
EXC vs MXL
+249.5%
-81.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -1.4% |
| 7D | +0.3% | +1.6% | -1.4% | +0.2% |
| 30D | -3.7% | -7.0% | +3.3% | -3.5% |
| 3M | -1.3% | -33.4% | +32.1% | -0.4% |
| 6M | -9.7% | +260.2% | -269.9% | -21.7% |
| YTD | +2.9% | +260.0% | -257.1% | -11.0% |
| 1Y | +4.4% | +303.5% | -299.1% | -11.1% |
| 3Y | +22.2% | +160.4% | -138.2% | +2.5% |
| 5Y | +46.7% | +14.7% | +32.0% | +29.7% |
| 10Y | +155.3% | +215.6% | -60.2% | +82.4% |
| All | +168.3% | +249.5% | -81.2% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling