+163.0%
MXL vs ACGL
+1,248.4%
-1,085.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.0% | +14.0% | +12.4% |
| 7D | -27.1% | +0.9% | -28.0% | -27.8% |
| 30D | -54.2% | +13.7% | -67.9% | -57.7% |
| 3M | -29.9% | +8.0% | -38.0% | -34.0% |
| 6M | -39.5% | +13.3% | -52.7% | -46.2% |
| YTD | +182.2% | +11.8% | +170.3% | +147.4% |
| 1Y | +231.8% | +22.2% | +209.6% | +174.3% |
| 3Y | +195.9% | +32.5% | +163.4% | +117.9% |
| 5Y | -27.3% | +160.2% | -187.5% | -68.5% |
| 10Y | +159.9% | +338.5% | -178.6% | -32.2% |
| All | +163.0% | +1,248.4% | -1,085.4% | -79.4% |
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