+189.4%
MXL vs ACM
-19.8%
+209.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.8% | +6.8% | +6.3% |
| 7D | +15.5% | -0.3% | +15.8% | +15.6% |
| 30D | -11.3% | -12.9% | +1.6% | -6.0% |
| 3M | -16.1% | -6.4% | -9.7% | -15.5% |
| 6M | +323.0% | -29.2% | +352.2% | +405.6% |
| YTD | +281.5% | -29.9% | +311.5% | +352.0% |
| 1Y | +319.3% | -47.3% | +366.6% | +510.6% |
| 3Y | +189.4% | -19.6% | +209.0% | +200.2% |
| All | +189.4% | -19.8% | +209.2% | +200.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling