+384.5%
ALAB vs MXL
+302.9%
+81.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.5% | -3.5% | +1.2% |
| 7D | +9.6% | +19.0% | -9.4% | +2.5% |
| 30D | -5.3% | +4.5% | -9.7% | -7.9% |
| 3M | -12.0% | -1.5% | -10.5% | -12.4% |
| 6M | +145.7% | +348.6% | -202.9% | +22.9% |
| YTD | +80.7% | +310.3% | -229.6% | -7.2% |
| 1Y | +40.1% | +344.7% | -304.6% | -31.9% |
| All | +384.5% | +302.9% | +81.6% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling