+255.6%
MXL vs EMB
+97.3%
+158.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.1% | +6.1% | +6.2% |
| 7D | +15.5% | +0.3% | +15.2% | +14.8% |
| 30D | -11.3% | -0.5% | -10.8% | -10.5% |
| 3M | -16.1% | +0.3% | -16.4% | -16.5% |
| 6M | +323.0% | +1.2% | +321.9% | +316.9% |
| YTD | +281.5% | +1.5% | +280.1% | +274.5% |
| 1Y | +319.3% | +4.8% | +314.5% | +289.0% |
| 3Y | +189.4% | +30.4% | +159.0% | +84.3% |
| 5Y | +26.0% | +7.3% | +18.7% | +16.6% |
| 10Y | +243.5% | +29.7% | +213.8% | +148.5% |
| All | +255.6% | +97.3% | +158.3% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling