+274.2%
MXL vs ECL
+155.8%
+118.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | +16.6% | -2.6% | +19.3% | +18.6% |
| 30D | +0.5% | -4.6% | +5.0% | +3.0% |
| 3M | -3.6% | +6.0% | -9.6% | -10.2% |
| 6M | +328.0% | -3.0% | +331.0% | +319.4% |
| YTD | +297.8% | +4.0% | +293.8% | +270.4% |
| 1Y | +339.4% | +2.0% | +337.4% | +312.4% |
| 3Y | +201.7% | +53.9% | +147.8% | +102.9% |
| 5Y | +32.8% | +27.1% | +5.6% | +2.2% |
| All | +274.2% | +155.8% | +118.4% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling