+189.4%
MXL vs ALB
-27.5%
+216.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.6% | +3.4% | +5.0% |
| 7D | +15.5% | -4.4% | +19.9% | +17.3% |
| 30D | -11.3% | -1.2% | -10.1% | -11.2% |
| 3M | -16.1% | -13.3% | -2.8% | -11.9% |
| 6M | +323.0% | -19.8% | +342.8% | +344.6% |
| YTD | +281.5% | -7.9% | +289.5% | +276.1% |
| 1Y | +319.3% | +60.2% | +259.1% | +223.4% |
| 3Y | +189.4% | -26.4% | +215.8% | +158.3% |
| All | +189.4% | -27.5% | +216.9% | +158.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling