+365.7%
ALAB vs MXL
+274.6%
+91.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +6.0% | -12.9% | -9.2% |
| 7D | +3.2% | +15.5% | -12.3% | -2.5% |
| 30D | -13.6% | -11.3% | -2.3% | -10.6% |
| 3M | -16.6% | -16.1% | -0.5% | -12.2% |
| 6M | +142.3% | +323.0% | -180.7% | +23.9% |
| YTD | +73.6% | +281.5% | -207.9% | -8.3% |
| 1Y | +33.7% | +319.3% | -285.6% | -33.6% |
| All | +365.7% | +274.6% | +91.0% | +127.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling