+297.0%
MXL vs EOSE
-85.5%
+382.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +12.6% | -23.8% | -15.7% |
| 7D | -24.3% | +9.7% | -34.1% | -27.5% |
| 30D | -46.1% | -34.6% | -11.6% | -37.9% |
| 3M | -21.8% | -50.8% | +29.0% | -1.4% |
| 6M | -27.2% | -66.5% | +39.2% | +1.2% |
| YTD | +226.2% | -81.3% | +307.5% | +382.4% |
| 1Y | +297.0% | -84.8% | +381.8% | +500.1% |
| All | +297.0% | -85.5% | +382.5% | +500.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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