+1.2%
EXE vs MXL
+366.1%
-364.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.5% | -9.6% | -2.2% |
| 7D | -3.1% | +18.9% | -22.0% | -3.4% |
| 30D | -0.9% | +0.3% | -1.2% | -0.9% |
| 3M | +9.6% | -8.0% | +17.6% | +9.4% |
| 6M | -11.6% | +341.2% | -352.8% | -16.3% |
| YTD | -12.6% | +327.8% | -340.4% | -17.4% |
| 1Y | +1.2% | +364.9% | -363.7% | -5.1% |
| All | +1.2% | +366.1% | -364.9% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling