+229.2%
MXL vs EQX
+168.9%
+60.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +5.9% | +7.2% |
| 7D | +18.9% | -3.2% | +22.1% | +19.7% |
| 30D | +0.3% | +7.8% | -7.4% | -1.4% |
| 3M | -8.0% | +21.3% | -29.4% | -12.0% |
| 6M | +341.2% | -22.4% | +363.7% | +350.4% |
| YTD | +327.8% | -11.3% | +339.1% | +322.9% |
| 1Y | +364.9% | +13.5% | +351.4% | +336.8% |
| 3Y | +229.2% | +162.1% | +67.1% | +157.3% |
| All | +229.2% | +168.9% | +60.3% | +157.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling