+332.3%
MXL vs ACI
-34.5%
+366.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -3.4% |
| 7D | +16.6% | -7.1% | +23.7% | +14.1% |
| 30D | +0.5% | -4.5% | +5.0% | -0.8% |
| 3M | -3.6% | -22.3% | +18.6% | -7.3% |
| 6M | +328.0% | -28.4% | +356.4% | +308.5% |
| YTD | +297.8% | -29.5% | +327.3% | +279.7% |
| All | +332.3% | -34.5% | +366.7% | +283.0% |
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