+297.0%
MXL vs EME
-3.1%
+300.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -9.6% | -1.5% | -0.2% |
| 7D | -24.3% | -5.8% | -18.5% | -19.0% |
| 30D | -46.1% | -17.9% | -28.2% | -32.1% |
| 3M | -21.8% | -22.0% | +0.2% | +5.2% |
| 6M | -27.2% | -29.7% | +2.5% | +8.1% |
| YTD | +226.2% | +4.7% | +221.4% | +232.9% |
| 1Y | +297.0% | -2.1% | +299.1% | +347.5% |
| All | +297.0% | -3.1% | +300.1% | +347.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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