+282.4%
MXL vs EFX
+464.8%
-182.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.1% | +9.6% | +8.6% |
| 7D | +19.0% | -9.4% | +28.4% | +24.6% |
| 30D | +4.5% | -6.9% | +11.4% | +6.7% |
| 3M | -1.5% | +0.1% | -1.6% | -8.4% |
| 6M | +348.6% | -17.3% | +365.9% | +360.4% |
| YTD | +310.3% | -21.8% | +332.1% | +329.0% |
| 1Y | +344.7% | -32.5% | +377.3% | +407.2% |
| 3Y | +211.2% | -12.3% | +223.5% | +182.9% |
| 5Y | +34.8% | -36.6% | +71.5% | +51.4% |
| 10Y | +286.5% | +41.0% | +245.5% | +136.3% |
| All | +282.4% | +464.8% | -182.4% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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