+229.2%
MXL vs EAT
+578.9%
-349.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.6% | +7.9% |
| 7D | +18.9% | -7.7% | +26.6% | +21.8% |
| 30D | +0.3% | -13.6% | +13.9% | +5.0% |
| 3M | -8.0% | +33.9% | -41.9% | -19.0% |
| 6M | +341.2% | +47.2% | +294.0% | +267.9% |
| YTD | +327.8% | +48.1% | +279.8% | +255.0% |
| 1Y | +364.9% | +33.7% | +331.2% | +299.5% |
| 3Y | +229.2% | +595.8% | -366.5% | +52.3% |
| All | +229.2% | +578.9% | -349.7% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 3y: compounded portfolio wealth divided by compounded EAT 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…
3y analysis · Full analysis span regression · 6 months rolling