+82.7%
MXL vs ABCL
-81.2%
+163.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.1% |
| 7D | +13.4% | -3.3% | +16.7% | +14.5% |
| 30D | -29.2% | -7.1% | -22.1% | -27.0% |
| 3M | -27.2% | +4.7% | -32.0% | -27.8% |
| 6M | -36.4% | +140.9% | -177.3% | -51.4% |
| YTD | +220.0% | +236.0% | -15.9% | +120.3% |
| 1Y | +304.8% | +217.4% | +87.4% | +182.4% |
| 3Y | +238.5% | +188.7% | +49.8% | +121.0% |
| 5Y | -18.8% | -23.5% | +4.7% | -30.7% |
| All | +82.7% | -81.2% | +163.9% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling