+34.8%
MXL vs ACI
-43.7%
+78.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.4% | +9.9% | +7.5% |
| 7D | +19.0% | -5.0% | +24.0% | +19.0% |
| 30D | +4.5% | -2.3% | +6.8% | +4.4% |
| 3M | -1.5% | -23.2% | +21.7% | -0.8% |
| 6M | +348.6% | -29.5% | +378.1% | +354.8% |
| YTD | +310.3% | -28.6% | +338.9% | +314.3% |
| 1Y | +344.7% | -34.0% | +378.8% | +353.4% |
| 3Y | +211.2% | -45.0% | +256.2% | +222.8% |
| 5Y | +34.8% | -44.0% | +78.9% | +31.4% |
| All | +34.8% | -43.7% | +78.5% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling