+255.6%
MXL vs EL
+283.2%
-27.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.1% | +8.1% | +7.0% |
| 7D | +15.5% | +1.7% | +13.8% | +14.5% |
| 30D | -11.3% | +15.5% | -26.8% | -18.6% |
| 3M | -16.1% | +20.6% | -36.7% | -25.5% |
| 6M | +323.0% | +10.5% | +312.6% | +285.6% |
| YTD | +281.5% | -1.9% | +283.4% | +262.1% |
| 1Y | +319.3% | +16.1% | +303.2% | +262.8% |
| 3Y | +189.4% | -30.2% | +219.6% | +197.0% |
| 5Y | +26.0% | -67.4% | +93.4% | +97.7% |
| 10Y | +243.5% | +31.2% | +212.3% | +165.5% |
| All | +255.6% | +283.2% | -27.5% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling