+282.4%
MXL vs EFV
+216.8%
+65.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.9% | +8.4% | +8.6% |
| 7D | +19.0% | -0.5% | +19.5% | +19.5% |
| 30D | +4.5% | 0.0% | +4.5% | +4.5% |
| 3M | -1.5% | +8.4% | -9.9% | -10.2% |
| 6M | +348.6% | +12.3% | +336.3% | +291.4% |
| YTD | +310.3% | +17.4% | +292.9% | +240.3% |
| 1Y | +344.7% | +27.1% | +317.6% | +237.7% |
| 3Y | +211.2% | +90.7% | +120.5% | +49.7% |
| 5Y | +34.8% | +95.6% | -60.8% | -35.1% |
| 10Y | +286.5% | +165.3% | +121.2% | +41.1% |
| All | +282.4% | +216.8% | +65.6% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling