+353.2%
MXL vs ALB
+74.1%
+279.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.8% | +10.4% | +8.3% |
| 7D | +19.0% | -8.6% | +27.6% | +21.7% |
| 30D | +4.5% | -4.0% | +8.5% | +5.3% |
| 3M | -1.5% | -17.4% | +15.9% | +1.4% |
| 6M | +348.6% | -25.4% | +374.0% | +352.9% |
| YTD | +310.3% | -10.5% | +320.8% | +293.9% |
| All | +353.2% | +74.1% | +279.0% | +258.5% |
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