+76.3%
MXL vs ABCL
-79.6%
+155.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | -15.9% | +2.3% | -18.2% | -15.8% |
| 30D | -44.0% | -0.7% | -43.3% | -43.2% |
| 3M | -21.3% | +33.4% | -54.8% | -26.8% |
| 6M | -46.1% | +137.8% | -183.9% | -58.6% |
| YTD | +208.8% | +264.3% | -55.5% | +108.0% |
| 1Y | +255.5% | +209.2% | +46.4% | +149.8% |
| 3Y | +223.3% | +208.4% | +14.9% | +107.4% |
| 5Y | -18.1% | -11.9% | -6.2% | -32.3% |
| All | +76.3% | -79.6% | +155.9% | +69.9% |
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