+274.2%
MXL vs ED
+109.0%
+165.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -3.0% |
| 7D | +16.6% | -1.9% | +18.5% | +16.6% |
| 30D | +0.5% | +0.1% | +0.4% | +0.5% |
| 3M | -3.6% | 0.0% | -3.6% | -3.8% |
| 6M | +328.0% | -2.5% | +330.5% | +327.6% |
| YTD | +297.8% | +10.1% | +287.7% | +293.1% |
| 1Y | +339.4% | +13.6% | +325.8% | +332.0% |
| 3Y | +201.7% | +32.4% | +169.3% | +179.9% |
| 5Y | +32.8% | +69.9% | -37.1% | +14.7% |
| All | +274.2% | +109.0% | +165.2% | +209.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling