-49.3%
TE vs MXL
+40.1%
-89.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.9% | -2.0% |
| 7D | +0.2% | +18.9% | -18.6% | -5.9% |
| 30D | -5.9% | +0.3% | -6.2% | -6.6% |
| 3M | -45.6% | -8.0% | -37.5% | -45.0% |
| 6M | -43.4% | +341.2% | -384.6% | -72.4% |
| YTD | -31.0% | +327.8% | -358.8% | -66.2% |
| 1Y | +145.2% | +364.9% | -219.7% | +15.7% |
| 3Y | -24.1% | +229.2% | -253.3% | -65.7% |
| All | -49.3% | +40.1% | -89.4% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling