+303.5%
MXL vs EQX
+42.9%
+260.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +6.1% |
| 7D | +1.6% | -1.4% | +3.0% | +1.9% |
| 30D | -7.0% | +24.4% | -31.4% | -11.9% |
| 3M | -33.4% | +11.6% | -45.0% | -36.4% |
| 6M | +260.2% | -25.0% | +285.2% | +258.9% |
| YTD | +260.0% | -8.4% | +268.3% | +245.9% |
| 1Y | +303.5% | +43.4% | +260.1% | +263.8% |
| All | +303.5% | +42.9% | +260.5% | +263.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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