+215.7%
MXL vs ESI
+81.4%
+134.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.2% | +8.7% | +8.9% |
| 7D | +19.0% | +3.9% | +15.1% | +13.8% |
| 30D | +4.5% | -3.8% | +8.3% | +9.9% |
| 3M | -1.5% | -13.1% | +11.6% | +21.4% |
| 6M | +348.6% | +11.3% | +337.3% | +353.9% |
| YTD | +310.3% | +44.1% | +266.2% | +222.5% |
| 1Y | +344.7% | +40.3% | +304.4% | +259.5% |
| All | +215.7% | +81.4% | +134.4% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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