+229.2%
MXL vs ET
+96.2%
+133.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.8% | +8.4% | +8.2% |
| 7D | +18.9% | +0.2% | +18.6% | +18.6% |
| 30D | +0.3% | +2.9% | -2.5% | -2.4% |
| 3M | -8.0% | +16.8% | -24.8% | -21.0% |
| 6M | +341.2% | +18.9% | +322.4% | +269.4% |
| YTD | +327.8% | +37.7% | +290.1% | +205.0% |
| 1Y | +364.9% | +32.4% | +332.5% | +245.5% |
| 3Y | +229.2% | +99.5% | +129.7% | +73.3% |
| All | +229.2% | +96.2% | +133.1% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling