+332.3%
MXL vs EMB
+3.1%
+329.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -0.2% |
| 7D | +16.6% | -1.1% | +17.7% | +21.3% |
| 30D | +0.5% | -1.1% | +1.5% | +4.2% |
| 3M | -3.6% | -0.8% | -2.9% | -0.7% |
| 6M | +328.0% | -0.1% | +328.1% | +338.1% |
| YTD | +297.8% | +0.4% | +297.4% | +300.0% |
| All | +332.3% | +3.1% | +329.2% | +263.9% |
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 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