+163.7%
MXL vs ACGL
+324.4%
-160.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +13.4% | +2.2% | +11.2% | +12.5% |
| 30D | -29.2% | +12.3% | -41.5% | -33.1% |
| 3M | -27.2% | +11.8% | -39.0% | -31.6% |
| 6M | -36.4% | +17.5% | -53.9% | -43.1% |
| YTD | +220.0% | +14.3% | +205.8% | +184.8% |
| 1Y | +304.8% | +18.2% | +286.6% | +253.0% |
| 3Y | +238.5% | +33.2% | +205.3% | +161.2% |
| 5Y | -18.8% | +174.3% | -193.1% | -62.6% |
| All | +163.7% | +324.4% | -160.6% | -7.3% |
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