+178.8%
MXL vs EXPD
+336.9%
-158.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -2.0% |
| 7D | +33.1% | +3.6% | +29.5% | +29.9% |
| 30D | -33.5% | +0.3% | -33.8% | -32.8% |
| 3M | -20.7% | +6.1% | -26.7% | -22.9% |
| 6M | -35.9% | +27.4% | -63.2% | -45.4% |
| YTD | +238.3% | +32.0% | +206.3% | +175.3% |
| 1Y | +296.2% | +40.5% | +255.7% | +208.0% |
| 3Y | +254.1% | +75.7% | +178.4% | +125.4% |
| 5Y | -14.1% | +61.7% | -75.9% | -42.9% |
| All | +178.8% | +336.9% | -158.2% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling