+302.4%
MXL vs ET
+177.0%
+125.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.8% | +8.4% | +7.9% |
| 7D | +18.9% | +0.2% | +18.6% | +18.7% |
| 30D | +0.3% | +2.9% | -2.5% | -1.2% |
| 3M | -8.0% | +16.8% | -24.8% | -15.1% |
| 6M | +341.2% | +18.9% | +322.4% | +303.0% |
| YTD | +327.8% | +37.7% | +290.1% | +263.3% |
| 1Y | +364.9% | +32.4% | +332.5% | +302.6% |
| 3Y | +229.2% | +99.5% | +129.7% | +142.9% |
| 5Y | +42.8% | +244.0% | -201.2% | -16.0% |
| All | +302.4% | +177.0% | +125.4% | +121.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling