+297.0%
MXL vs ACGL
+28.7%
+268.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.7% | -13.8% | -4.6% |
| 7D | -24.3% | +8.0% | -32.3% | -7.5% |
| 30D | -46.1% | +17.3% | -63.4% | -18.2% |
| 3M | -21.8% | +11.2% | -33.0% | +6.9% |
| 6M | -27.2% | +18.2% | -45.4% | +20.5% |
| YTD | +226.2% | +15.4% | +210.8% | +424.3% |
| 1Y | +297.0% | +26.5% | +270.5% | +626.9% |
| All | +297.0% | +28.7% | +268.3% | +626.9% |
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