+302.4%
MXL vs ELV
+280.2%
+22.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.5% | +7.0% | +7.4% |
| 7D | +18.9% | +3.2% | +15.7% | +17.7% |
| 30D | +0.3% | +5.4% | -5.0% | -1.4% |
| 3M | -8.0% | +5.4% | -13.4% | -10.0% |
| 6M | +341.2% | +45.7% | +295.5% | +290.4% |
| YTD | +327.8% | +21.2% | +306.6% | +296.4% |
| 1Y | +364.9% | +35.6% | +329.3% | +314.5% |
| 3Y | +229.2% | -2.0% | +231.2% | +209.4% |
| 5Y | +42.8% | +26.0% | +16.8% | +14.8% |
| All | +302.4% | +280.2% | +22.2% | +117.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling