+238.5%
MXL vs ACI
-31.5%
+270.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.6% |
| 7D | +13.4% | +2.3% | +11.2% | +14.3% |
| 30D | -29.2% | +1.2% | -30.5% | -28.5% |
| 3M | -27.2% | +6.8% | -34.0% | -24.6% |
| 6M | -36.4% | -18.7% | -17.7% | -35.5% |
| YTD | +220.0% | -20.2% | +240.2% | +224.4% |
| 1Y | +304.8% | -23.7% | +328.5% | +311.3% |
| 3Y | +238.5% | -31.6% | +270.1% | +233.4% |
| All | +238.5% | -31.5% | +270.0% | +233.4% |
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 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