+303.5%
MXL vs ELV
+34.8%
+268.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +5.6% |
| 7D | +1.6% | +3.3% | -1.7% | +1.4% |
| 30D | -7.0% | +4.2% | -11.2% | -7.3% |
| 3M | -33.4% | -0.1% | -33.3% | -33.1% |
| 6M | +260.2% | +41.3% | +218.9% | +242.6% |
| YTD | +260.0% | +17.4% | +242.5% | +245.3% |
| 1Y | +303.5% | +35.1% | +268.4% | +287.8% |
| All | +303.5% | +34.8% | +268.7% | +287.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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