+235.5%
MXL vs ES
+358.8%
-123.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.7% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | -7.0% | -2.0% | -5.0% | -6.5% |
| 3M | -33.4% | +1.7% | -35.1% | -34.5% |
| 6M | +260.2% | -3.5% | +263.7% | +259.9% |
| YTD | +260.0% | +7.9% | +252.0% | +244.7% |
| 1Y | +303.5% | +17.2% | +286.3% | +270.6% |
| 3Y | +160.4% | +29.3% | +131.1% | +122.0% |
| 5Y | +14.7% | -5.7% | +20.4% | +10.7% |
| 10Y | +215.6% | +85.2% | +130.4% | +99.5% |
| All | +235.5% | +358.8% | -123.2% | -19.8% |
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 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