+34.8%
MXL vs ECL
+25.4%
+9.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.1% | +9.7% | +8.7% |
| 7D | +19.0% | -2.7% | +21.7% | +20.8% |
| 30D | +4.5% | -4.3% | +8.8% | +6.5% |
| 3M | -1.5% | +3.2% | -4.7% | -6.2% |
| 6M | +348.6% | -2.9% | +351.5% | +341.5% |
| YTD | +310.3% | +4.3% | +306.0% | +282.7% |
| 1Y | +344.7% | +1.6% | +343.1% | +320.2% |
| 3Y | +211.2% | +54.3% | +156.9% | +106.1% |
| 5Y | +34.8% | +26.5% | +8.4% | -2.0% |
| All | +34.8% | +25.4% | +9.5% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling