-62.0%
ALNY vs MXL
+276.5%
-338.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -11.1% | +11.9% | +0.3% |
| 7D | -30.7% | -24.3% | -6.3% | -31.5% |
| 30D | -26.7% | -46.1% | +19.4% | -28.7% |
| 3M | -26.4% | -21.8% | -4.6% | -26.6% |
| 6M | -45.9% | -27.2% | -18.7% | -45.3% |
| YTD | -59.5% | +226.2% | -285.7% | -60.4% |
| 1Y | -62.0% | +297.0% | -359.0% | -62.6% |
| All | -62.0% | +276.5% | -338.5% | -62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling