+297.0%
MXL vs ELV
+42.6%
+254.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +4.9% | -16.1% | -10.5% |
| 7D | -24.3% | +4.8% | -29.1% | -23.8% |
| 30D | -46.1% | +10.1% | -56.2% | -45.8% |
| 3M | -21.8% | +15.4% | -37.2% | -21.7% |
| 6M | -27.2% | +17.7% | -45.0% | -27.3% |
| YTD | +226.2% | +25.7% | +200.5% | +218.4% |
| 1Y | +297.0% | +39.9% | +257.1% | +290.8% |
| All | +297.0% | +42.6% | +254.4% | +290.8% |
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