+319.3%
MXL vs EXPD
+55.4%
+263.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.5% | +7.5% | +6.4% |
| 7D | +15.5% | -0.9% | +16.4% | +15.7% |
| 30D | -11.3% | +4.1% | -15.4% | -12.2% |
| 3M | -16.1% | +13.8% | -29.9% | -19.0% |
| 6M | +323.0% | +27.3% | +295.8% | +296.6% |
| YTD | +281.5% | +25.4% | +256.1% | +259.1% |
| 1Y | +319.3% | +54.4% | +264.9% | +268.9% |
| All | +319.3% | +55.4% | +263.8% | +268.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling