+344.7%
MXL vs ABCL
+164.4%
+180.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.5% |
| 3M | -1.5% | +108.5% | -110.0% | -23.1% |
| 6M | +348.6% | +213.9% | +134.7% | +206.7% |
| YTD | +310.3% | +223.1% | +87.2% | +170.6% |
| 1Y | +344.7% | +160.6% | +184.1% | +225.6% |
| All | +344.7% | +164.4% | +180.4% | +225.6% |
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