+274.2%
MXL vs ALB
+84.6%
+189.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -1.7% |
| 7D | +16.6% | -7.6% | +24.2% | +20.5% |
| 30D | +0.5% | -5.6% | +6.1% | +2.6% |
| 3M | -3.6% | -16.8% | +13.2% | +4.4% |
| 6M | +328.0% | -26.3% | +354.3% | +375.6% |
| YTD | +297.8% | -13.2% | +311.1% | +304.7% |
| 1Y | +339.4% | +68.8% | +270.6% | +220.8% |
| 3Y | +201.7% | -30.7% | +232.4% | +199.1% |
| 5Y | +32.8% | -46.3% | +79.0% | +41.8% |
| All | +274.2% | +84.6% | +189.6% | +129.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling