+195.5%
MXL vs ACI
+25.9%
+169.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.9% | +5.5% |
| 7D | +1.6% | +0.2% | +1.5% | +1.6% |
| 30D | -7.0% | +5.9% | -12.9% | -7.1% |
| 3M | -33.4% | -19.8% | -13.6% | -32.9% |
| 6M | +260.2% | -24.7% | +284.9% | +264.2% |
| YTD | +260.0% | -24.4% | +284.3% | +263.3% |
| 1Y | +303.5% | -31.5% | +335.0% | +311.1% |
| 3Y | +160.4% | -38.7% | +199.1% | +166.4% |
| 5Y | +14.7% | -42.8% | +57.5% | +16.2% |
| All | +195.5% | +25.9% | +169.6% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling