+903.1%
EXPE vs MXL
+249.5%
+653.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -2.6% |
| 7D | -9.5% | +1.6% | -11.2% | -9.8% |
| 30D | -6.6% | -7.0% | +0.4% | -6.3% |
| 3M | +31.4% | -33.4% | +64.8% | +33.5% |
| 6M | +35.2% | +260.2% | -225.0% | -11.7% |
| YTD | +5.8% | +260.0% | -254.2% | -31.2% |
| 1Y | +38.7% | +303.5% | -264.8% | -13.2% |
| 3Y | +175.8% | +160.4% | +15.3% | +68.9% |
| 5Y | +111.8% | +14.7% | +97.1% | +49.6% |
| 10Y | +179.7% | +215.6% | -35.9% | +40.6% |
| All | +903.1% | +249.5% | +653.5% | +327.7% |
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