+297.0%
MXL vs ED
+27.1%
+269.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.0% | -14.1% | -4.5% |
| 7D | -24.3% | +5.4% | -29.7% | -14.1% |
| 30D | -46.1% | +16.4% | -62.5% | -23.9% |
| 3M | -21.8% | +11.9% | -33.7% | +1.8% |
| 6M | -27.2% | +11.6% | -38.8% | -2.6% |
| YTD | +226.2% | +24.1% | +202.1% | +419.4% |
| 1Y | +297.0% | +26.9% | +270.1% | +576.8% |
| All | +297.0% | +27.1% | +269.9% | +576.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling