+215.7%
MXL vs EIX
-4.8%
+220.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.2% | +10.7% | +8.0% |
| 7D | +19.0% | +4.1% | +14.9% | +18.2% |
| 30D | +4.5% | -15.3% | +19.8% | +6.5% |
| 3M | -1.5% | -18.4% | +16.9% | +0.5% |
| 6M | +348.6% | -16.8% | +365.5% | +353.3% |
| YTD | +310.3% | -0.6% | +310.8% | +291.7% |
| 1Y | +344.7% | +10.7% | +334.1% | +308.6% |
| All | +215.7% | -4.8% | +220.5% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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