+286.5%
MXL vs EXPD
+316.4%
-29.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.3% | +6.3% | +6.7% |
| 7D | +19.0% | +1.2% | +17.8% | +18.1% |
| 30D | +4.5% | +5.2% | -0.7% | +1.2% |
| 3M | -1.5% | +13.2% | -14.7% | -9.6% |
| 6M | +348.6% | +30.3% | +318.3% | +271.0% |
| YTD | +310.3% | +27.0% | +283.2% | +240.4% |
| 1Y | +344.7% | +57.3% | +287.4% | +212.3% |
| 3Y | +211.2% | +70.0% | +141.2% | +102.1% |
| 5Y | +34.8% | +61.6% | -26.8% | -10.7% |
| 10Y | +286.5% | +321.1% | -34.5% | +79.9% |
| All | +286.5% | +316.4% | -29.8% | +79.9% |
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