-14.1%
MXL vs ALB
-63.0%
+48.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.2% |
| 7D | +33.1% | -3.6% | +36.6% | +35.2% |
| 30D | -33.5% | -2.9% | -30.6% | -32.9% |
| 3M | -20.7% | -25.8% | +5.2% | -10.9% |
| 6M | -35.9% | -53.6% | +17.7% | -12.8% |
| YTD | +238.3% | -32.4% | +270.6% | +278.0% |
| 1Y | +296.2% | -13.0% | +309.3% | +292.9% |
| 3Y | +254.1% | -15.0% | +269.1% | +208.1% |
| 5Y | -14.1% | -63.5% | +49.4% | +11.2% |
| All | -14.1% | -63.0% | +48.9% | +11.2% |
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