-41.4%
MXL vs EXPD
+25.1%
-66.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.9% | +8.5% | +7.9% |
| 7D | +5.5% | -1.6% | +7.0% | +8.5% |
| 30D | -32.6% | +0.6% | -33.2% | -31.1% |
| 3M | -13.1% | +9.8% | -22.9% | -15.7% |
| 6M | -41.4% | +25.8% | -67.1% | -45.6% |
| All | -41.4% | +25.1% | -66.4% | -45.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling