+215.7%
MXL vs ALC
-16.2%
+231.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.5% | +7.8% |
| 7D | +19.0% | -5.3% | +24.3% | +20.7% |
| 30D | +4.5% | -7.1% | +11.5% | +6.4% |
| 3M | -1.5% | +0.8% | -2.3% | -3.4% |
| 6M | +348.6% | -16.0% | +364.6% | +379.3% |
| YTD | +310.3% | -12.7% | +323.0% | +326.4% |
| 1Y | +344.7% | -12.8% | +357.5% | +362.5% |
| All | +215.7% | -16.2% | +231.9% | +212.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling