+249.4%
MXL vs ES
+42.6%
+206.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.5% | +14.2% | +13.6% |
| 7D | -8.8% | -0.1% | -8.8% | -8.7% |
| 30D | -41.9% | +5.7% | -47.6% | -41.0% |
| 3M | -25.4% | -2.8% | -22.6% | -25.1% |
| 6M | -44.0% | +7.0% | -51.0% | -43.6% |
| YTD | +220.8% | +6.8% | +214.0% | +222.4% |
| 1Y | +278.8% | -0.5% | +279.3% | +280.4% |
| 3Y | +249.4% | +47.2% | +202.3% | +226.8% |
| All | +249.4% | +42.6% | +206.8% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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