+303.5%
MXL vs ACGL
+4.8%
+298.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.3% | +2.2% |
| 7D | +1.6% | -0.7% | +2.4% | +0.4% |
| 30D | -7.0% | -1.0% | -6.0% | -8.1% |
| 3M | -33.4% | +11.0% | -44.5% | -16.9% |
| 6M | +260.2% | -0.3% | +260.5% | +296.8% |
| YTD | +260.0% | +2.3% | +257.7% | +305.7% |
| 1Y | +303.5% | +6.4% | +297.1% | +376.0% |
| All | +303.5% | +4.8% | +298.6% | +376.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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