+339.4%
MXL vs ECL
+1.7%
+337.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.2% |
| 7D | +16.6% | -2.6% | +19.3% | +14.9% |
| 30D | +0.5% | -4.6% | +5.0% | -1.5% |
| 3M | -3.6% | +6.0% | -9.6% | -3.0% |
| 6M | +328.0% | -3.0% | +331.0% | +341.5% |
| YTD | +297.8% | +4.0% | +293.8% | +302.4% |
| 1Y | +339.4% | +2.0% | +337.4% | +344.4% |
| All | +339.4% | +1.7% | +337.7% | +344.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling