+215.7%
MXL vs ESTC
+11.0%
+204.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.1% | +9.6% | +7.9% |
| 7D | +19.0% | -3.3% | +22.3% | +19.5% |
| 30D | +4.5% | +13.4% | -9.0% | +0.6% |
| 3M | -1.5% | +41.3% | -42.8% | -10.1% |
| 6M | +348.6% | +62.6% | +286.0% | +289.9% |
| YTD | +310.3% | +14.8% | +295.5% | +287.0% |
| 1Y | +344.7% | -5.1% | +349.8% | +338.5% |
| All | +215.7% | +11.0% | +204.7% | +190.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling