+32.8%
MXL vs ESI
+66.0%
-33.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | +1.8% |
| 7D | +16.6% | -2.3% | +19.0% | +19.5% |
| 30D | +0.5% | -9.0% | +9.5% | +11.9% |
| 3M | -3.6% | -13.3% | +9.6% | +18.3% |
| 6M | +328.0% | +5.3% | +322.7% | +351.3% |
| YTD | +297.8% | +37.6% | +260.2% | +221.1% |
| 1Y | +339.4% | +33.6% | +305.8% | +265.8% |
| 3Y | +201.7% | +75.8% | +126.0% | +91.9% |
| 5Y | +32.8% | +68.6% | -35.8% | -11.5% |
| All | +32.8% | +66.0% | -33.2% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling