+234.9%
MXL vs ESTC
+24.7%
+210.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.1% | +11.3% | +11.3% |
| 7D | +5.5% | -2.6% | +8.1% | +7.3% |
| 30D | -32.6% | -8.6% | -24.0% | -29.7% |
| 3M | -13.1% | +14.4% | -27.5% | -18.3% |
| 6M | -41.4% | +73.3% | -114.7% | -54.0% |
| YTD | +243.9% | +15.7% | +228.2% | +207.7% |
| 1Y | +305.1% | -7.6% | +312.6% | +292.9% |
| 3Y | +260.1% | +14.6% | +245.5% | +184.7% |
| 5Y | -12.1% | -50.0% | +38.0% | -9.8% |
| All | +234.9% | +24.7% | +210.2% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling