+255.6%
MXL vs ENB
+356.6%
-101.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.8% | +5.2% | +5.6% |
| 7D | +15.5% | -0.5% | +15.9% | +15.7% |
| 30D | -11.3% | -0.2% | -11.1% | -11.4% |
| 3M | -16.1% | -7.5% | -8.6% | -13.2% |
| 6M | +323.0% | -4.1% | +327.2% | +330.0% |
| YTD | +281.5% | +9.8% | +271.7% | +257.8% |
| 1Y | +319.3% | +8.7% | +310.6% | +294.4% |
| 3Y | +189.4% | +79.0% | +110.4% | +101.0% |
| 5Y | +26.0% | +69.1% | -43.1% | -8.8% |
| 10Y | +243.5% | +96.5% | +147.0% | +120.2% |
| All | +255.6% | +356.6% | -101.0% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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