+235.5%
MXL vs ALB
+270.2%
-34.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.4% | +10.0% | +7.5% |
| 7D | +1.6% | -8.1% | +9.7% | +5.4% |
| 30D | -7.0% | +6.3% | -13.3% | -9.9% |
| 3M | -33.4% | -23.6% | -9.8% | -24.7% |
| 6M | +260.2% | -24.6% | +284.8% | +298.2% |
| YTD | +260.0% | -10.3% | +270.2% | +261.6% |
| 1Y | +303.5% | +61.5% | +242.0% | +197.6% |
| 3Y | +160.4% | -34.0% | +194.4% | +164.8% |
| 5Y | +14.7% | -44.6% | +59.3% | +21.0% |
| 10Y | +215.6% | +76.1% | +139.5% | +68.5% |
| All | +235.5% | +270.2% | -34.7% | +0.8% |
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