+40.4%
MXL vs EOSE
-70.0%
+110.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.5% | +7.7% |
| 7D | +18.9% | +1.8% | +17.1% | +18.3% |
| 30D | +0.3% | -6.8% | +7.2% | +1.3% |
| 3M | -8.0% | -36.3% | +28.2% | -0.4% |
| 6M | +341.2% | -38.8% | +380.0% | +376.8% |
| YTD | +327.8% | -65.5% | +393.4% | +392.6% |
| 1Y | +364.9% | -45.3% | +410.2% | +383.5% |
| 3Y | +229.2% | +44.2% | +185.1% | +154.3% |
| All | +40.4% | -70.0% | +110.4% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling