+215.7%
MXL vs ACI
-45.1%
+260.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.4% | +9.9% | +7.0% |
| 7D | +19.0% | -5.0% | +24.0% | +17.9% |
| 30D | +4.5% | -2.3% | +6.8% | +4.1% |
| 3M | -1.5% | -23.2% | +21.7% | -3.8% |
| 6M | +348.6% | -29.5% | +378.1% | +337.0% |
| YTD | +310.3% | -28.6% | +338.9% | +299.4% |
| 1Y | +344.7% | -34.0% | +378.8% | +331.8% |
| All | +215.7% | -45.1% | +260.8% | +200.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling