+27.8%
EXPE vs MXL
+366.1%
-338.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.5% | -6.1% | +1.5% |
| 7D | -5.8% | +18.9% | -24.6% | -5.7% |
| 30D | -13.6% | +0.3% | -13.9% | -13.6% |
| 3M | +25.2% | -8.0% | +33.2% | +24.5% |
| 6M | +22.3% | +341.2% | -318.9% | +1.6% |
| YTD | -0.3% | +327.8% | -328.1% | -17.5% |
| 1Y | +27.8% | +364.9% | -337.1% | +0.6% |
| All | +27.8% | +366.1% | -338.3% | +0.6% |
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 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