+235.5%
MXL vs ED
+358.3%
-122.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.9% | +5.7% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | -7.0% | -0.1% | -6.9% | -7.0% |
| 3M | -33.4% | +3.9% | -37.3% | -34.2% |
| 6M | +260.2% | -3.0% | +263.2% | +259.5% |
| YTD | +260.0% | +10.7% | +249.3% | +249.3% |
| 1Y | +303.5% | +13.3% | +290.1% | +288.0% |
| 3Y | +160.4% | +34.5% | +125.9% | +129.7% |
| 5Y | +14.7% | +67.1% | -52.4% | -7.5% |
| 10Y | +215.6% | +103.0% | +112.5% | +120.7% |
| All | +235.5% | +358.3% | -122.8% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling