+195.9%
MXL vs EXPD
+68.8%
+127.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.3% | +13.2% | +12.2% |
| 7D | -27.1% | -7.2% | -19.9% | -23.5% |
| 30D | -54.2% | -3.3% | -50.9% | -52.9% |
| 3M | -29.9% | +3.4% | -33.3% | -30.2% |
| 6M | -39.5% | +22.7% | -62.1% | -44.6% |
| YTD | +182.2% | +24.5% | +157.6% | +152.3% |
| 1Y | +231.8% | +38.6% | +193.2% | +179.3% |
| 3Y | +195.9% | +71.5% | +124.4% | +120.8% |
| All | +195.9% | +68.8% | +127.1% | +120.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling