+297.0%
MXL vs ALC
+4.2%
+292.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +6.8% | -18.0% | -5.7% |
| 7D | -24.3% | +10.7% | -35.1% | -17.4% |
| 30D | -46.1% | +20.2% | -66.3% | -37.4% |
| 3M | -21.8% | +8.9% | -30.7% | -13.3% |
| 6M | -27.2% | +5.7% | -33.0% | -14.6% |
| YTD | +226.2% | -1.4% | +227.6% | +286.1% |
| 1Y | +297.0% | +4.7% | +292.3% | +352.8% |
| All | +297.0% | +4.2% | +292.8% | +352.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling