+303.5%
MXL vs ABCL
+186.8%
+116.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.9% |
| 7D | +1.6% | +0.7% | +0.9% | +1.4% |
| 30D | -7.0% | +93.1% | -100.1% | -25.4% |
| 3M | -33.4% | +79.4% | -112.8% | -45.3% |
| 6M | +260.2% | +214.9% | +45.3% | +146.6% |
| YTD | +260.0% | +234.2% | +25.7% | +135.7% |
| 1Y | +303.5% | +174.8% | +128.7% | +195.3% |
| All | +303.5% | +186.8% | +116.6% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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