+255.5%
MXL vs ACGL
+22.9%
+232.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.7% | -1.4% |
| 7D | -15.9% | +1.3% | -17.1% | -12.4% |
| 30D | -44.0% | +14.2% | -58.2% | -20.1% |
| 3M | -21.3% | +11.1% | -32.4% | +7.6% |
| 6M | -46.1% | +16.4% | -62.4% | -13.6% |
| YTD | +208.8% | +13.8% | +195.1% | +382.1% |
| 1Y | +255.5% | +21.6% | +234.0% | +519.8% |
| All | +255.5% | +22.9% | +232.6% | +519.8% |
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