+286.5%
MXL vs ACGL
+270.1%
+16.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.1% | +7.4% |
| 7D | +19.0% | -2.1% | +21.1% | +19.9% |
| 30D | +4.5% | -2.2% | +6.7% | +5.1% |
| 3M | -1.5% | +6.3% | -7.8% | -6.8% |
| 6M | +348.6% | +0.5% | +348.1% | +328.5% |
| YTD | +310.3% | +0.2% | +310.1% | +290.3% |
| 1Y | +344.7% | +7.3% | +337.4% | +303.3% |
| 3Y | +211.2% | +30.8% | +180.3% | +137.2% |
| 5Y | +34.8% | +155.8% | -120.9% | -36.6% |
| 10Y | +286.5% | +276.3% | +10.2% | +36.6% |
| All | +286.5% | +270.1% | +16.4% | +36.6% |
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