+229.2%
MXL vs EME
+252.2%
-23.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.3% | +3.2% | +4.2% |
| 7D | +18.9% | +3.5% | +15.3% | +15.7% |
| 30D | +0.3% | -6.3% | +6.7% | +5.8% |
| 3M | -8.0% | -3.8% | -4.3% | -2.9% |
| 6M | +341.2% | +8.5% | +332.7% | +326.2% |
| YTD | +327.8% | +27.8% | +300.0% | +271.0% |
| 1Y | +364.9% | +22.2% | +342.7% | +299.2% |
| 3Y | +229.2% | +253.5% | -24.2% | +182.1% |
| All | +229.2% | +252.2% | -23.0% | +182.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling