+275.7%
MXL vs ELF
+303.8%
-28.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.2% | +6.3% | +7.2% |
| 7D | +18.9% | -11.6% | +30.5% | +22.5% |
| 30D | +0.3% | +4.6% | -4.3% | -1.5% |
| 3M | -8.0% | +59.7% | -67.7% | -19.6% |
| 6M | +341.2% | +21.2% | +320.0% | +310.4% |
| YTD | +327.8% | +27.4% | +300.4% | +288.1% |
| 1Y | +364.9% | -29.8% | +394.7% | +383.3% |
| 3Y | +229.2% | -28.5% | +257.7% | +205.4% |
| 5Y | +42.8% | +220.0% | -177.3% | -17.5% |
| All | +275.7% | +303.8% | -28.1% | +76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling