+34.8%
MXL vs ACM
+2.7%
+32.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.1% | +10.6% | +9.5% |
| 7D | +19.0% | -3.7% | +22.7% | +21.6% |
| 30D | +4.5% | -12.7% | +17.1% | +11.9% |
| 3M | -1.5% | -9.8% | +8.3% | +1.1% |
| 6M | +348.6% | -31.4% | +380.0% | +468.7% |
| YTD | +310.3% | -32.1% | +342.4% | +413.6% |
| 1Y | +344.7% | -47.8% | +392.5% | +596.6% |
| 3Y | +211.2% | -22.1% | +233.3% | +222.8% |
| 5Y | +34.8% | +1.8% | +33.1% | +9.0% |
| All | +34.8% | +2.7% | +32.1% | +9.0% |
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