+255.6%
MXL vs EIX
+221.0%
+34.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.5% | +1.5% | +4.2% |
| 7D | +15.5% | +0.9% | +14.6% | +14.9% |
| 30D | -11.3% | -13.5% | +2.2% | -8.1% |
| 3M | -16.1% | -15.3% | -0.9% | -13.1% |
| 6M | +323.0% | -15.3% | +338.4% | +335.9% |
| YTD | +281.5% | +2.7% | +278.8% | +258.9% |
| 1Y | +319.3% | +17.4% | +301.8% | +269.1% |
| 3Y | +189.4% | -1.3% | +190.7% | +166.2% |
| 5Y | +26.0% | +27.2% | -1.2% | +1.1% |
| 10Y | +243.5% | +22.7% | +220.7% | +159.6% |
| All | +255.6% | +221.0% | +34.6% | +1.9% |
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