+19.4%
ETN vs MXL
+366.1%
-346.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.5% | -3.6% | +3.1% |
| 7D | +3.5% | +18.9% | -15.3% | +1.3% |
| 30D | -7.5% | +0.3% | -7.8% | -7.8% |
| 3M | +8.3% | -8.0% | +16.4% | +8.0% |
| 6M | +20.2% | +341.2% | -321.1% | -11.4% |
| YTD | +34.7% | +327.8% | -293.2% | -0.3% |
| 1Y | +19.4% | +364.9% | -345.5% | -14.2% |
| All | +19.4% | +366.1% | -346.6% | -14.2% |
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