+238.5%
MXL vs ECL
+79.8%
+158.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -5.6% |
| 7D | +13.4% | +2.9% | +10.6% | +13.1% |
| 30D | -29.2% | +7.5% | -36.7% | -29.6% |
| 3M | -27.2% | +12.2% | -39.5% | -28.1% |
| 6M | -36.4% | +24.6% | -61.0% | -40.2% |
| YTD | +220.0% | +18.8% | +201.3% | +204.5% |
| 1Y | +304.8% | +19.3% | +285.5% | +283.0% |
| 3Y | +238.5% | +78.2% | +160.3% | +216.1% |
| All | +238.5% | +79.8% | +158.7% | +216.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling