+40.4%
MXL vs EIX
+20.9%
+19.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.3% | +8.9% | +7.9% |
| 7D | +18.9% | -1.4% | +20.2% | +19.2% |
| 30D | +0.3% | -19.3% | +19.6% | +4.8% |
| 3M | -8.0% | -21.7% | +13.6% | -3.8% |
| 6M | +341.2% | -19.8% | +361.1% | +355.5% |
| YTD | +327.8% | -3.0% | +330.9% | +308.4% |
| 1Y | +364.9% | +5.1% | +359.8% | +327.6% |
| 3Y | +229.2% | -7.0% | +236.2% | +200.5% |
| All | +40.4% | +20.9% | +19.5% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling