+303.5%
MXL vs EMB
+5.7%
+297.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +1.6% | 0.0% | +1.6% | +1.7% |
| 30D | -7.0% | -0.3% | -6.7% | -5.9% |
| 3M | -33.4% | -0.4% | -33.0% | -32.0% |
| 6M | +260.2% | +0.1% | +260.0% | +268.3% |
| YTD | +260.0% | +1.6% | +258.4% | +248.5% |
| 1Y | +303.5% | +5.6% | +297.9% | +239.3% |
| All | +303.5% | +5.7% | +297.7% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling