+198.3%
MXL vs ALB
+175.1%
+23.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -4.8% |
| 7D | +13.4% | -5.8% | +19.2% | +16.6% |
| 30D | -29.2% | -4.5% | -24.7% | -28.0% |
| 3M | -27.2% | -28.1% | +0.8% | -16.4% |
| 6M | -36.4% | -53.2% | +16.8% | -11.3% |
| YTD | +220.0% | -33.3% | +253.3% | +265.5% |
| 1Y | +304.8% | -17.4% | +322.2% | +315.4% |
| 3Y | +238.5% | -14.1% | +252.6% | +198.8% |
| 5Y | -18.8% | -64.0% | +45.3% | +3.9% |
| 10Y | +163.1% | +32.8% | +130.3% | +59.6% |
| All | +198.3% | +175.1% | +23.2% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling