+34.8%
MXL vs ALB
-43.9%
+78.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.8% | +10.4% | +8.7% |
| 7D | +19.0% | -8.6% | +27.6% | +23.3% |
| 30D | +4.5% | -4.0% | +8.5% | +5.8% |
| 3M | -1.5% | -17.4% | +15.9% | +6.6% |
| 6M | +348.6% | -25.4% | +374.0% | +392.8% |
| YTD | +310.3% | -10.5% | +320.8% | +309.7% |
| 1Y | +344.7% | +75.8% | +268.9% | +217.0% |
| 3Y | +211.2% | -28.5% | +239.7% | +205.7% |
| 5Y | +34.8% | -45.1% | +80.0% | +35.1% |
| All | +34.8% | -43.9% | +78.7% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling