+257.6%
ALAB vs MXL
+214.3%
+43.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.4% | +2.8% | -0.4% |
| 7D | +16.3% | +13.4% | +2.9% | +10.6% |
| 30D | -26.1% | -29.2% | +3.1% | -15.0% |
| 3M | -31.3% | -27.2% | -4.0% | -23.0% |
| 6M | -1.0% | -36.4% | +35.4% | +16.0% |
| YTD | +33.3% | +220.0% | -186.7% | -24.4% |
| 1Y | +53.5% | +304.8% | -251.2% | -21.2% |
| All | +257.6% | +214.3% | +43.4% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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