+20.6%
EXE vs MXL
+200.2%
-179.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.4% |
| 7D | -2.2% | +16.6% | -18.8% | -3.0% |
| 30D | -0.8% | +0.5% | -1.3% | -1.1% |
| 3M | +10.0% | -3.6% | +13.7% | +8.7% |
| 6M | -6.3% | +328.0% | -334.4% | -19.9% |
| YTD | -10.7% | +297.8% | -308.5% | -23.4% |
| 1Y | +2.7% | +339.4% | -336.7% | -13.4% |
| All | +20.6% | +200.2% | -179.6% | +3.3% |
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