-50.0%
TE vs MXL
+246.6%
-296.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.5% | -10.5% | -5.1% |
| 7D | +15.0% | +19.0% | -4.0% | +9.2% |
| 30D | -7.5% | +4.5% | -12.0% | -9.4% |
| 3M | -42.0% | -1.5% | -40.4% | -42.1% |
| 6M | -31.4% | +348.6% | -380.0% | -59.9% |
| YTD | -26.5% | +310.3% | -336.8% | -56.0% |
| 1Y | +153.1% | +344.7% | -191.6% | +47.9% |
| 3Y | -20.7% | +211.2% | -231.9% | -54.4% |
| 5Y | -45.4% | +34.8% | -80.3% | -63.3% |
| All | -50.0% | +246.6% | -296.6% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling