+235.0%
MXL vs ELF
+334.6%
-99.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.9% | +10.9% | +7.3% |
| 7D | +15.5% | -1.2% | +16.6% | +15.7% |
| 30D | -11.3% | +5.9% | -17.2% | -13.1% |
| 3M | -16.1% | +99.5% | -115.6% | -30.9% |
| 6M | +323.0% | +26.5% | +296.5% | +289.0% |
| YTD | +281.5% | +37.2% | +244.3% | +239.8% |
| 1Y | +319.3% | -24.4% | +343.7% | +328.0% |
| 3Y | +189.4% | -23.3% | +212.7% | +163.9% |
| 5Y | +26.0% | +245.2% | -219.2% | -28.6% |
| All | +235.0% | +334.6% | -99.6% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling