-41.3%
ALNY vs MXL
+316.6%
-357.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.9% |
| 7D | +12.2% | +1.6% | +10.6% | +12.3% |
| 30D | +16.3% | -7.0% | +23.3% | +16.1% |
| 3M | -12.4% | -33.4% | +21.0% | -12.0% |
| 6M | -18.7% | +260.2% | -278.9% | -20.8% |
| YTD | -33.1% | +260.0% | -293.0% | -34.7% |
| 1Y | -41.3% | +303.5% | -344.8% | -43.3% |
| All | -41.3% | +316.6% | -357.9% | -43.3% |
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 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