-53.1%
TE vs MXL
+261.5%
-314.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.9% | -1.5% |
| 7D | +0.2% | +18.9% | -18.6% | -4.8% |
| 30D | -5.9% | +0.3% | -6.2% | -6.4% |
| 3M | -45.6% | -8.0% | -37.5% | -44.8% |
| 6M | -43.4% | +341.2% | -384.6% | -66.7% |
| YTD | -31.0% | +327.8% | -358.8% | -59.2% |
| 1Y | +145.2% | +364.9% | -219.7% | +41.4% |
| 3Y | -24.1% | +229.2% | -253.3% | -57.0% |
| 5Y | -48.1% | +42.8% | -90.9% | -65.5% |
| All | -53.1% | +261.5% | -314.5% | -70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling