+304.8%
MXL vs ALB
-15.8%
+320.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.0% |
| 7D | +13.4% | -5.8% | +19.2% | +15.5% |
| 30D | -29.2% | -4.5% | -24.7% | -28.3% |
| 3M | -27.2% | -28.1% | +0.8% | -20.3% |
| 6M | -36.4% | -53.2% | +16.8% | -27.0% |
| YTD | +220.0% | -33.3% | +253.3% | +232.8% |
| 1Y | +304.8% | -17.4% | +322.2% | +311.3% |
| All | +304.8% | -15.8% | +320.6% | +311.3% |
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