+206.1%
MXL vs ELF
-30.3%
+236.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -2.1% |
| 7D | +16.6% | -10.8% | +27.5% | +19.4% |
| 30D | +0.5% | +0.8% | -0.3% | -0.3% |
| 3M | -3.6% | +64.8% | -68.4% | -14.8% |
| 6M | +328.0% | +19.0% | +309.1% | +304.0% |
| YTD | +297.8% | +25.9% | +271.9% | +266.3% |
| 1Y | +339.4% | -28.8% | +368.2% | +354.3% |
| All | +206.1% | -30.3% | +236.5% | +166.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling