+229.2%
MXL vs EFV
+90.2%
+139.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.1% | +6.5% | +5.8% |
| 7D | +18.9% | -0.8% | +19.7% | +20.3% |
| 30D | +0.3% | +0.6% | -0.3% | -0.6% |
| 3M | -8.0% | +7.5% | -15.6% | -17.6% |
| 6M | +341.2% | +13.0% | +328.2% | +265.0% |
| YTD | +327.8% | +18.3% | +309.5% | +228.4% |
| 1Y | +364.9% | +26.7% | +338.2% | +221.1% |
| 3Y | +229.2% | +89.6% | +139.7% | +13.9% |
| All | +229.2% | +90.2% | +139.0% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling