-17.3%
MXL vs ACGL
+168.9%
-186.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.8% | +12.9% | +13.7% |
| 7D | -8.8% | -1.1% | -7.7% | -8.9% |
| 30D | -41.9% | +13.1% | -55.0% | -41.6% |
| 3M | -25.4% | +9.8% | -35.2% | -25.1% |
| 6M | -44.0% | +15.3% | -59.3% | -44.5% |
| YTD | +220.8% | +12.7% | +208.0% | +215.8% |
| 1Y | +278.8% | +20.7% | +258.1% | +264.0% |
| 3Y | +249.4% | +34.3% | +215.1% | +212.5% |
| 5Y | -17.3% | +170.6% | -187.9% | -54.9% |
| All | -17.3% | +168.9% | -186.2% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling