+287.4%
MXL vs ESTC
+19.3%
+268.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.5% | -1.8% |
| 7D | +16.6% | -13.2% | +29.8% | +22.3% |
| 30D | +0.5% | +9.3% | -8.9% | -4.8% |
| 3M | -3.6% | +37.3% | -41.0% | -17.1% |
| 6M | +328.0% | +61.0% | +267.0% | +239.3% |
| YTD | +297.8% | +10.7% | +287.2% | +258.6% |
| 1Y | +339.4% | -7.2% | +346.6% | +318.5% |
| 3Y | +201.7% | +7.2% | +194.6% | +141.9% |
| 5Y | +32.8% | -47.7% | +80.5% | +31.5% |
| All | +287.4% | +19.3% | +268.1% | +132.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling