+189.4%
MXL vs ACGL
+29.4%
+160.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.4% | +8.4% | +5.0% |
| 7D | +15.5% | -2.9% | +18.4% | +14.2% |
| 30D | -11.3% | -2.8% | -8.5% | -12.2% |
| 3M | -16.1% | +6.8% | -22.9% | -14.5% |
| 6M | +323.0% | -1.5% | +324.6% | +326.9% |
| YTD | +281.5% | -0.2% | +281.7% | +284.5% |
| 1Y | +319.3% | +5.3% | +314.0% | +320.3% |
| 3Y | +189.4% | +30.3% | +159.1% | +203.2% |
| All | +189.4% | +29.4% | +160.0% | +203.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling