+282.4%
MXL vs ELV
+692.6%
-410.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.3% | +8.8% | +8.0% |
| 7D | +19.0% | -2.2% | +21.2% | +19.7% |
| 30D | +4.5% | -0.2% | +4.7% | +4.2% |
| 3M | -1.5% | -6.1% | +4.6% | -0.3% |
| 6M | +348.6% | +42.8% | +305.8% | +290.8% |
| YTD | +310.3% | +14.4% | +295.9% | +282.4% |
| 1Y | +344.7% | +28.6% | +316.1% | +295.4% |
| 3Y | +211.2% | -7.4% | +218.6% | +194.1% |
| 5Y | +34.8% | +14.5% | +20.4% | +11.6% |
| 10Y | +286.5% | +257.4% | +29.1% | +76.7% |
| All | +282.4% | +692.6% | -410.2% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling