+154.9%
MXL vs EOSE
-60.2%
+215.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.8% | -2.3% |
| 7D | +16.6% | +14.0% | +2.6% | +13.7% |
| 30D | +0.5% | -5.9% | +6.4% | +1.2% |
| 3M | -3.6% | -34.3% | +30.6% | +3.7% |
| 6M | +328.0% | -37.8% | +365.8% | +360.6% |
| YTD | +297.8% | -65.2% | +363.0% | +356.3% |
| 1Y | +339.4% | -41.9% | +381.3% | +352.2% |
| 3Y | +201.7% | +44.6% | +157.2% | +133.1% |
| 5Y | +32.8% | -69.2% | +101.9% | +5.8% |
| All | +154.9% | -60.2% | +215.1% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling