+235.5%
MXL vs ACGL
+1,133.1%
-897.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.3% | +6.4% |
| 7D | +1.6% | -0.7% | +2.4% | +1.9% |
| 30D | -7.0% | -1.0% | -6.0% | -6.8% |
| 3M | -33.4% | +11.0% | -44.5% | -39.2% |
| 6M | +260.2% | -0.3% | +260.5% | +244.0% |
| YTD | +260.0% | +2.3% | +257.7% | +236.2% |
| 1Y | +303.5% | +6.4% | +297.1% | +263.5% |
| 3Y | +160.4% | +34.0% | +126.5% | +89.1% |
| 5Y | +14.7% | +161.6% | -146.9% | -50.8% |
| 10Y | +215.6% | +278.6% | -63.0% | -7.6% |
| All | +235.5% | +1,133.1% | -897.5% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling