+215.7%
MXL vs ECL
+54.1%
+161.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.1% | +9.7% | +7.9% |
| 7D | +19.0% | -2.7% | +21.7% | +19.5% |
| 30D | +4.5% | -4.3% | +8.8% | +5.2% |
| 3M | -1.5% | +3.2% | -4.7% | -4.1% |
| 6M | +348.6% | -2.9% | +351.5% | +349.0% |
| YTD | +310.3% | +4.3% | +306.0% | +294.0% |
| 1Y | +344.7% | +1.6% | +343.1% | +331.5% |
| All | +215.7% | +54.1% | +161.7% | +144.6% |
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