+160.0%
EXPE vs MXL
+313.4%
-153.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.5% | -6.1% | +0.1% |
| 7D | -5.8% | +18.9% | -24.6% | -8.7% |
| 30D | -13.6% | +0.3% | -13.9% | -14.4% |
| 3M | +25.2% | -8.0% | +33.2% | +20.1% |
| 6M | +22.3% | +341.2% | -318.9% | -25.4% |
| YTD | -0.3% | +327.8% | -328.1% | -39.3% |
| 1Y | +27.8% | +364.9% | -337.1% | -24.8% |
| 3Y | +162.4% | +229.2% | -66.8% | +45.9% |
| 5Y | +95.8% | +42.8% | +53.1% | +30.0% |
| All | +160.0% | +313.4% | -153.3% | +7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling