+339.4%
MXL vs ALC
-15.7%
+355.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -3.9% |
| 7D | +16.6% | -7.7% | +24.3% | +13.9% |
| 30D | +0.5% | -11.7% | +12.1% | -3.0% |
| 3M | -3.6% | +0.7% | -4.3% | -4.1% |
| 6M | +328.0% | -17.1% | +345.1% | +358.0% |
| YTD | +297.8% | -15.1% | +313.0% | +315.6% |
| 1Y | +339.4% | -14.1% | +353.5% | +347.3% |
| All | +339.4% | -15.7% | +355.1% | +347.3% |
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