+238.5%
MXL vs ESI
+79.1%
+159.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.5% |
| 7D | +13.4% | +5.5% | +7.9% | +6.9% |
| 30D | -29.2% | -7.8% | -21.5% | -18.5% |
| 3M | -27.2% | -15.0% | -12.2% | -6.2% |
| 6M | -36.4% | -24.9% | -11.5% | -2.4% |
| YTD | +220.0% | +33.2% | +186.8% | +189.1% |
| 1Y | +304.8% | +24.9% | +279.9% | +288.1% |
| 3Y | +238.5% | +77.8% | +160.7% | +141.4% |
| All | +238.5% | +79.1% | +159.4% | +141.4% |
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