+235.5%
MXL vs ACM
+135.0%
+100.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.8% |
| 7D | +1.6% | -3.7% | +5.4% | +4.0% |
| 30D | -7.0% | -11.1% | +4.1% | -2.0% |
| 3M | -33.4% | -8.0% | -25.4% | -32.3% |
| 6M | +260.2% | -29.7% | +289.8% | +329.3% |
| YTD | +260.0% | -29.4% | +289.3% | +322.5% |
| 1Y | +303.5% | -46.4% | +349.9% | +460.4% |
| 3Y | +160.4% | -22.3% | +182.8% | +184.7% |
| 5Y | +14.7% | +4.5% | +10.2% | +6.8% |
| 10Y | +215.6% | +127.6% | +87.9% | +82.5% |
| All | +235.5% | +135.0% | +100.5% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling