+282.4%
MXL vs EAT
+1,308.0%
-1,025.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.2% | +10.8% | +8.6% |
| 7D | +19.0% | -6.8% | +25.8% | +21.6% |
| 30D | +4.5% | -5.4% | +9.9% | +6.1% |
| 3M | -1.5% | +42.8% | -44.3% | -14.5% |
| 6M | +348.6% | +56.5% | +292.1% | +272.9% |
| YTD | +310.3% | +50.0% | +260.2% | +245.4% |
| 1Y | +344.7% | +38.3% | +306.4% | +280.0% |
| 3Y | +211.2% | +591.6% | -380.5% | +48.5% |
| 5Y | +34.8% | +312.6% | -277.8% | -27.2% |
| 10Y | +286.5% | +381.4% | -94.9% | +60.7% |
| All | +282.4% | +1,308.0% | -1,025.6% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling