+297.0%
MXL vs ALB
+4.7%
+292.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +5.3% | -16.4% | -12.7% |
| 7D | -24.3% | -2.1% | -22.3% | -23.9% |
| 30D | -46.1% | -9.0% | -37.1% | -44.6% |
| 3M | -21.8% | -21.1% | -0.7% | -16.8% |
| 6M | -27.2% | -49.9% | +22.7% | -17.8% |
| YTD | +226.2% | -32.3% | +258.5% | +238.1% |
| 1Y | +297.0% | +8.6% | +288.4% | +308.3% |
| All | +297.0% | +4.7% | +292.3% | +308.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling