+159.9%
MXL vs ACGL
+332.0%
-172.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.7% | -4.1% |
| 7D | -15.9% | +1.3% | -17.1% | -16.5% |
| 30D | -44.0% | +14.2% | -58.2% | -47.5% |
| 3M | -21.3% | +11.1% | -32.4% | -25.9% |
| 6M | -46.1% | +16.4% | -62.4% | -51.5% |
| YTD | +208.8% | +13.8% | +195.1% | +175.3% |
| 1Y | +255.5% | +21.6% | +234.0% | +204.7% |
| 3Y | +223.3% | +33.5% | +189.8% | +148.7% |
| 5Y | -18.1% | +174.8% | -192.9% | -62.4% |
| 10Y | +159.9% | +330.4% | -170.4% | -15.2% |
| All | +159.9% | +332.0% | -172.1% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling