-19.1%
MXL vs ACM
+1.1%
-20.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -5.9% | -5.7% |
| 7D | +13.4% | +5.6% | +7.8% | +9.9% |
| 30D | -29.2% | +20.8% | -50.1% | -37.0% |
| 3M | -27.2% | +11.4% | -38.6% | -33.0% |
| 6M | -36.4% | +0.9% | -37.4% | -39.6% |
| YTD | +220.0% | -24.8% | +244.8% | +274.6% |
| 1Y | +304.8% | -46.4% | +351.2% | +536.2% |
| 3Y | +238.5% | -9.2% | +247.7% | +210.6% |
| All | -19.1% | +1.1% | -20.2% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling