-5.5%
ETN vs MXL
+276.5%
-282.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -11.1% | +1.3% | -8.2% |
| 7D | -10.1% | -24.3% | +14.2% | -6.5% |
| 30D | -18.4% | -46.1% | +27.7% | -11.6% |
| 3M | -20.4% | -21.8% | +1.4% | -18.3% |
| 6M | -16.0% | -27.2% | +11.2% | -13.7% |
| YTD | +11.8% | +226.2% | -214.4% | -17.1% |
| 1Y | -5.5% | +297.0% | -302.5% | -35.0% |
| All | -5.5% | +276.5% | -282.0% | -35.0% |
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 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