+32.8%
MXL vs EAT
+308.2%
-275.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | +16.6% | -6.2% | +22.8% | +19.3% |
| 30D | +0.5% | -3.0% | +3.5% | +1.2% |
| 3M | -3.6% | +45.6% | -49.3% | -19.0% |
| 6M | +328.0% | +53.5% | +274.5% | +245.9% |
| YTD | +297.8% | +49.6% | +248.2% | +224.1% |
| 1Y | +339.4% | +38.9% | +300.5% | +264.1% |
| 3Y | +201.7% | +589.7% | -387.9% | +20.4% |
| 5Y | +32.8% | +318.7% | -285.9% | -41.7% |
| All | +32.8% | +308.2% | -275.4% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling