+292.5%
MXL vs EQH
+234.7%
+57.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.4% | +6.1% | +6.7% |
| 7D | +18.9% | +0.7% | +18.1% | +18.3% |
| 30D | +0.3% | +2.8% | -2.5% | -1.5% |
| 3M | -8.0% | +23.1% | -31.1% | -20.9% |
| 6M | +341.2% | +41.4% | +299.8% | +238.6% |
| YTD | +327.8% | +14.3% | +313.6% | +276.6% |
| 1Y | +364.9% | +1.6% | +363.3% | +340.2% |
| 3Y | +229.2% | +102.7% | +126.5% | +99.2% |
| 5Y | +42.8% | +104.5% | -61.8% | -13.7% |
| All | +292.5% | +234.7% | +57.8% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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