+198.3%
MXL vs EIX
+230.9%
-32.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +13.4% | +1.4% | +12.1% | +12.8% |
| 30D | -29.2% | +8.5% | -37.8% | -31.7% |
| 3M | -27.2% | -13.5% | -13.8% | -24.9% |
| 6M | -36.4% | -12.4% | -24.1% | -35.4% |
| YTD | +220.0% | +5.9% | +214.1% | +195.9% |
| 1Y | +304.8% | +7.6% | +297.2% | +270.7% |
| 3Y | +238.5% | +12.8% | +225.7% | +191.6% |
| 5Y | -18.8% | +19.2% | -38.0% | -32.9% |
| 10Y | +163.1% | +34.9% | +128.3% | +88.4% |
| All | +198.3% | +230.9% | -32.6% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling