+187.9%
MXL vs EXPD
+507.6%
-319.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -15.9% | -7.4% | -8.5% | -10.8% |
| 30D | -44.0% | -2.1% | -41.9% | -42.7% |
| 3M | -21.3% | +5.7% | -27.0% | -23.2% |
| 6M | -46.1% | +21.4% | -67.4% | -52.1% |
| YTD | +208.8% | +27.6% | +181.2% | +161.4% |
| 1Y | +255.5% | +36.1% | +219.4% | +188.4% |
| 3Y | +223.3% | +69.9% | +153.4% | +120.8% |
| 5Y | -18.1% | +59.7% | -77.8% | -42.3% |
| 10Y | +159.9% | +323.0% | -163.1% | +2.7% |
| All | +187.9% | +507.6% | -319.7% | -16.1% |
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