+768.2%
EXPE vs MXL
+210.8%
+557.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.3% |
| 7D | -0.5% | +13.4% | -13.9% | -2.8% |
| 30D | -6.1% | -29.2% | +23.1% | -2.3% |
| 3M | -21.3% | -27.2% | +5.9% | -20.2% |
| 6M | +19.0% | -36.4% | +55.4% | +17.2% |
| YTD | -8.4% | +220.0% | -228.4% | -41.3% |
| 1Y | -2.8% | +304.8% | -307.6% | -41.1% |
| 3Y | +120.8% | +238.5% | -117.7% | +22.4% |
| 5Y | +46.2% | -18.8% | +65.0% | +7.8% |
| 10Y | +123.8% | +163.1% | -39.3% | +12.6% |
| All | +768.2% | +210.8% | +557.5% | +265.1% |
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 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