+40.4%
MXL vs EL
-69.0%
+109.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.9% | +7.2% |
| 7D | +18.9% | -6.5% | +25.3% | +22.2% |
| 30D | +0.3% | +11.1% | -10.8% | -5.8% |
| 3M | -8.0% | +10.7% | -18.8% | -14.3% |
| 6M | +341.2% | +6.9% | +334.4% | +311.5% |
| YTD | +327.8% | -6.3% | +334.1% | +316.6% |
| 1Y | +364.9% | +13.5% | +351.4% | +308.0% |
| 3Y | +229.2% | -33.1% | +262.3% | +252.1% |
| All | +40.4% | -69.0% | +109.4% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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