+303.5%
MXL vs ET
+31.4%
+272.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.3% | +5.6% |
| 7D | +1.6% | +0.9% | +0.7% | +1.7% |
| 30D | -7.0% | +7.5% | -14.5% | -6.6% |
| 3M | -33.4% | +11.4% | -44.8% | -32.7% |
| 6M | +260.2% | +18.5% | +241.6% | +252.2% |
| YTD | +260.0% | +37.4% | +222.6% | +224.9% |
| 1Y | +303.5% | +30.9% | +272.5% | +237.7% |
| All | +303.5% | +31.4% | +272.1% | +237.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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