+32.8%
MXL vs ALC
-19.4%
+52.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -1.6% |
| 7D | +16.6% | -7.7% | +24.3% | +21.2% |
| 30D | +0.5% | -11.7% | +12.1% | +6.6% |
| 3M | -3.6% | +0.7% | -4.3% | -6.6% |
| 6M | +328.0% | -17.1% | +345.1% | +360.6% |
| YTD | +297.8% | -15.1% | +313.0% | +318.8% |
| 1Y | +339.4% | -14.1% | +353.5% | +359.0% |
| 3Y | +201.7% | -18.2% | +219.9% | +215.3% |
| 5Y | +32.8% | -19.2% | +51.9% | +43.5% |
| All | +32.8% | -19.4% | +52.1% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling