-25.8%
TE vs MXL
+276.5%
-302.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -11.1% | +7.6% | -0.2% |
| 7D | +3.8% | -24.3% | +28.1% | +12.5% |
| 30D | -26.2% | -46.1% | +19.9% | -12.2% |
| 3M | -49.7% | -21.8% | -27.9% | -46.7% |
| 6M | -46.5% | -27.2% | -19.2% | -41.3% |
| YTD | -59.1% | +226.2% | -285.3% | -75.6% |
| 1Y | -25.8% | +297.0% | -322.8% | -64.3% |
| All | -25.8% | +276.5% | -302.3% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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