+348.6%
MXL vs EFV
+14.9%
+333.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.9% | +8.4% | +8.7% |
| 7D | +19.0% | -0.5% | +19.5% | +19.5% |
| 30D | +4.5% | 0.0% | +4.5% | +4.4% |
| 3M | -1.5% | +8.4% | -9.9% | -9.6% |
| 6M | +348.6% | +12.3% | +336.3% | +295.0% |
| All | +348.6% | +14.9% | +333.8% | +295.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling