+134.2%
MXL vs ABCL
-81.9%
+216.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.4% | +10.9% | +8.4% |
| 7D | +19.0% | -2.7% | +21.7% | +19.7% |
| 30D | +4.5% | +18.3% | -13.8% | -0.6% |
| 3M | -1.5% | +108.5% | -110.0% | -21.7% |
| 6M | +348.6% | +213.9% | +134.7% | +216.3% |
| YTD | +310.3% | +223.1% | +87.2% | +182.6% |
| 1Y | +344.7% | +160.6% | +184.1% | +220.6% |
| 3Y | +211.2% | +104.3% | +106.9% | +119.1% |
| 5Y | +34.8% | -40.0% | +74.9% | +18.0% |
| All | +134.2% | -81.9% | +216.1% | +130.8% |
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