+179.3%
EXE vs MXL
+100.2%
+79.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.0% | -5.7% | -0.2% |
| 7D | -1.8% | +15.5% | -17.3% | -2.9% |
| 30D | +6.4% | -11.3% | +17.7% | +7.0% |
| 3M | +9.2% | -16.1% | +25.4% | +8.6% |
| 6M | -7.0% | +323.0% | -330.0% | -24.7% |
| YTD | -9.5% | +281.5% | -291.0% | -26.2% |
| 1Y | +6.2% | +319.3% | -313.1% | -15.0% |
| 3Y | +20.7% | +189.4% | -168.6% | -5.5% |
| 5Y | +103.6% | +26.0% | +77.6% | +70.0% |
| All | +179.3% | +100.2% | +79.0% | +120.6% |
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