+26.0%
MXL vs ACGL
+158.6%
-132.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.4% | +8.4% | +6.1% |
| 7D | +15.5% | -2.9% | +18.4% | +15.6% |
| 30D | -11.3% | -2.8% | -8.5% | -11.3% |
| 3M | -16.1% | +6.8% | -22.9% | -17.9% |
| 6M | +323.0% | -1.5% | +324.6% | +317.5% |
| YTD | +281.5% | -0.2% | +281.7% | +273.8% |
| 1Y | +319.3% | +5.3% | +314.0% | +301.3% |
| 3Y | +189.4% | +30.3% | +159.1% | +143.5% |
| 5Y | +26.0% | +151.8% | -125.8% | -32.5% |
| All | +26.0% | +158.6% | -132.6% | -32.5% |
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