-24.5%
TE vs MXL
+200.2%
-224.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.0% | -3.7% | -5.7% |
| 7D | +0.9% | +16.6% | -15.8% | -4.2% |
| 30D | -16.3% | +0.5% | -16.7% | -17.1% |
| 3M | -40.8% | -3.6% | -37.1% | -40.5% |
| 6M | -42.6% | +328.0% | -370.6% | -69.9% |
| YTD | -31.4% | +297.8% | -329.3% | -63.1% |
| 1Y | +144.9% | +339.4% | -194.5% | +26.3% |
| All | -24.5% | +200.2% | -224.7% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling