+302.4%
MXL vs ETR
+296.9%
+5.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +7.7% |
| 7D | +18.9% | -1.8% | +20.7% | +19.8% |
| 30D | +0.3% | -1.8% | +2.1% | +1.0% |
| 3M | -8.0% | -3.6% | -4.5% | -6.6% |
| 6M | +341.2% | +2.6% | +338.6% | +333.1% |
| YTD | +327.8% | +16.0% | +311.8% | +297.3% |
| 1Y | +364.9% | +20.1% | +344.8% | +325.0% |
| 3Y | +229.2% | +143.6% | +85.6% | +109.4% |
| 5Y | +42.8% | +124.4% | -81.6% | -7.7% |
| All | +302.4% | +296.9% | +5.6% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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