+302.4%
MXL vs ACM
+134.0%
+168.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.0% | +6.5% | +6.9% |
| 7D | +18.9% | -4.6% | +23.4% | +22.3% |
| 30D | +0.3% | +4.1% | -3.8% | -3.5% |
| 3M | -8.0% | -8.3% | +0.3% | -6.8% |
| 6M | +341.2% | -30.1% | +371.3% | +437.1% |
| YTD | +327.8% | -32.6% | +360.4% | +426.2% |
| 1Y | +364.9% | -49.6% | +414.5% | +600.7% |
| 3Y | +229.2% | -23.0% | +252.3% | +260.7% |
| 5Y | +42.8% | +2.0% | +40.8% | +31.0% |
| All | +302.4% | +134.0% | +168.4% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling