+297.0%
MXL vs ELF
-3.2%
+300.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.9% | -13.0% | -11.4% |
| 7D | -24.3% | -1.5% | -22.8% | -24.2% |
| 30D | -46.1% | +9.5% | -55.6% | -46.8% |
| 3M | -21.8% | +29.4% | -51.2% | -25.1% |
| 6M | -27.2% | +83.7% | -110.9% | -34.5% |
| YTD | +226.2% | +49.4% | +176.7% | +198.7% |
| 1Y | +297.0% | -3.9% | +300.9% | +288.7% |
| All | +297.0% | -3.2% | +300.2% | +288.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling