+303.5%
MXL vs ESTC
+7.3%
+296.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.5% | +10.0% | +5.6% |
| 7D | +1.6% | -8.1% | +9.7% | +1.8% |
| 30D | -7.0% | +31.7% | -38.7% | -7.9% |
| 3M | -33.4% | +41.1% | -74.5% | -33.5% |
| 6M | +260.2% | +77.1% | +183.1% | +243.4% |
| YTD | +260.0% | +21.7% | +238.3% | +255.6% |
| 1Y | +303.5% | +8.4% | +295.1% | +308.0% |
| All | +303.5% | +7.3% | +296.2% | +308.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling