+26.0%
MXL vs ES
-2.9%
+28.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.6% | +5.4% | +6.0% |
| 7D | +15.5% | +1.4% | +14.1% | +15.4% |
| 30D | -11.3% | -1.2% | -10.1% | -11.2% |
| 3M | -16.1% | +5.0% | -21.1% | -17.0% |
| 6M | +323.0% | -2.8% | +325.9% | +323.2% |
| YTD | +281.5% | +8.6% | +273.0% | +274.8% |
| 1Y | +319.3% | +18.9% | +300.4% | +302.4% |
| 3Y | +189.4% | +32.1% | +157.2% | +165.1% |
| 5Y | +26.0% | -5.1% | +31.1% | +22.2% |
| All | +26.0% | -2.9% | +28.9% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling