+226.6%
MXL vs ACI
+17.4%
+209.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -3.0% |
| 7D | +16.6% | -7.1% | +23.7% | +16.7% |
| 30D | +0.5% | -4.5% | +5.0% | +0.5% |
| 3M | -3.6% | -22.3% | +18.6% | -3.1% |
| 6M | +328.0% | -28.4% | +356.4% | +332.4% |
| YTD | +297.8% | -29.5% | +327.3% | +301.8% |
| 1Y | +339.4% | -34.2% | +373.7% | +346.7% |
| 3Y | +201.7% | -45.7% | +247.4% | +211.0% |
| 5Y | +32.8% | -40.8% | +73.5% | +34.0% |
| All | +226.6% | +17.4% | +209.2% | +206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling