+235.5%
MXL vs EXPD
+506.3%
-270.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.0% |
| 7D | +1.6% | -1.1% | +2.8% | +2.4% |
| 30D | -7.0% | +4.1% | -11.1% | -9.2% |
| 3M | -33.4% | +17.9% | -51.3% | -40.2% |
| 6M | +260.2% | +29.2% | +230.9% | +203.3% |
| YTD | +260.0% | +27.4% | +232.6% | +202.2% |
| 1Y | +303.5% | +56.8% | +246.6% | +192.2% |
| 3Y | +160.4% | +68.0% | +92.4% | +77.6% |
| 5Y | +14.7% | +61.9% | -47.2% | -20.7% |
| 10Y | +215.6% | +316.0% | -100.4% | +24.3% |
| All | +235.5% | +506.3% | -270.8% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling