+236.1%
ALNY vs MXL
+313.4%
-77.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.1% | -0.3% |
| 7D | -6.5% | +18.9% | -25.4% | -8.2% |
| 30D | +11.0% | +0.3% | +10.7% | +10.5% |
| 3M | -14.1% | -8.0% | -6.0% | -16.1% |
| 6M | -22.4% | +341.2% | -363.6% | -43.5% |
| YTD | -37.5% | +327.8% | -365.3% | -54.5% |
| 1Y | -46.9% | +364.9% | -411.8% | -62.4% |
| 3Y | +22.1% | +229.2% | -207.2% | -17.0% |
| 5Y | +31.2% | +42.8% | -11.6% | -0.4% |
| All | +236.1% | +313.4% | -77.3% | +78.7% |
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