+304.8%
MXL vs ACI
-23.3%
+328.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.9% |
| 7D | +13.4% | +2.3% | +11.2% | +15.1% |
| 30D | -29.2% | +1.2% | -30.5% | -27.8% |
| 3M | -27.2% | +6.8% | -34.0% | -22.2% |
| 6M | -36.4% | -18.7% | -17.7% | -36.3% |
| YTD | +220.0% | -20.2% | +240.2% | +226.8% |
| 1Y | +304.8% | -23.7% | +328.5% | +308.9% |
| All | +304.8% | -23.3% | +328.1% | +308.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling