+40.4%
MXL vs ED
+67.9%
-27.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.3% | +7.8% | +7.4% |
| 7D | +18.9% | -0.8% | +19.6% | +18.5% |
| 30D | +0.3% | -0.4% | +0.7% | +0.3% |
| 3M | -8.0% | +0.5% | -8.5% | -7.4% |
| 6M | +341.2% | -3.1% | +344.4% | +342.0% |
| YTD | +327.8% | +9.8% | +318.0% | +341.4% |
| 1Y | +364.9% | +12.6% | +352.3% | +383.3% |
| 3Y | +229.2% | +31.4% | +197.8% | +230.8% |
| All | +40.4% | +67.9% | -27.5% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling