+229.2%
MXL vs ELV
-2.5%
+231.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +4.9% |
| 7D | +18.9% | +2.8% | +16.1% | +19.2% |
| 30D | +0.3% | +4.9% | -4.6% | +0.9% |
| 3M | -8.0% | +4.9% | -12.9% | -7.2% |
| 6M | +341.2% | +45.1% | +296.2% | +361.6% |
| YTD | +327.8% | +20.7% | +307.2% | +336.1% |
| 1Y | +364.9% | +35.0% | +329.9% | +386.7% |
| 3Y | +229.2% | -2.4% | +231.7% | +223.4% |
| All | +229.2% | -2.5% | +231.8% | +223.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling