+303.5%
MXL vs EME
+19.7%
+283.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +4.1% |
| 7D | +1.6% | +1.9% | -0.3% | +0.1% |
| 30D | -7.0% | -8.3% | +1.3% | +0.4% |
| 3M | -33.4% | -10.7% | -22.7% | -26.2% |
| 6M | +260.2% | +1.9% | +258.3% | +266.4% |
| YTD | +260.0% | +23.5% | +236.5% | +241.0% |
| 1Y | +303.5% | +18.0% | +285.5% | +250.7% |
| All | +303.5% | +19.7% | +283.8% | +250.7% |
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