+199.0%
MXL vs ES
+354.0%
-155.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.5% | +14.2% | +13.8% |
| 7D | -8.8% | -0.1% | -8.8% | -9.2% |
| 30D | -41.9% | +5.7% | -47.6% | -43.4% |
| 3M | -25.4% | -2.8% | -22.6% | -25.5% |
| 6M | -44.0% | +7.0% | -51.0% | -46.4% |
| YTD | +220.8% | +6.8% | +214.0% | +205.4% |
| 1Y | +278.8% | -0.5% | +279.3% | +267.7% |
| 3Y | +249.4% | +47.2% | +202.3% | +179.4% |
| 5Y | -17.3% | +2.3% | -19.6% | -23.9% |
| 10Y | +156.7% | +85.6% | +71.1% | +60.3% |
| All | +199.0% | +354.0% | -155.0% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling