+282.4%
MXL vs ETR
+430.3%
-147.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.3% | +8.8% | +8.1% |
| 7D | +19.0% | +0.4% | +18.6% | +18.7% |
| 30D | +4.5% | +2.0% | +2.4% | +3.4% |
| 3M | -1.5% | -1.7% | +0.2% | -0.9% |
| 6M | +348.6% | +3.6% | +345.0% | +337.7% |
| YTD | +310.3% | +18.0% | +292.2% | +275.6% |
| 1Y | +344.7% | +26.2% | +318.5% | +293.7% |
| 3Y | +211.2% | +148.0% | +63.2% | +88.9% |
| 5Y | +34.8% | +126.1% | -91.2% | -16.3% |
| 10Y | +286.5% | +302.3% | -15.7% | +69.8% |
| All | +282.4% | +430.3% | -147.9% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling