+302.4%
MXL vs EMB
+30.3%
+272.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.7% |
| 7D | +18.9% | -1.2% | +20.1% | +21.9% |
| 30D | +0.3% | -1.3% | +1.6% | +2.9% |
| 3M | -8.0% | -1.8% | -6.3% | -4.5% |
| 6M | +341.2% | +0.2% | +341.0% | +342.8% |
| YTD | +327.8% | +0.4% | +327.5% | +328.3% |
| 1Y | +364.9% | +2.8% | +362.1% | +344.3% |
| 3Y | +229.2% | +29.1% | +200.1% | +101.4% |
| 5Y | +42.8% | +6.3% | +36.5% | +36.3% |
| All | +302.4% | +30.3% | +272.1% | +188.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling