+110.5%
MXL vs ALC
+30.4%
+80.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.2% | -8.6% | -7.1% |
| 7D | +13.4% | -1.1% | +14.5% | +13.8% |
| 30D | -29.2% | +16.0% | -45.3% | -36.2% |
| 3M | -27.2% | +0.8% | -28.0% | -29.4% |
| 6M | -36.4% | +16.8% | -53.3% | -45.5% |
| YTD | +220.0% | -5.5% | +225.5% | +209.2% |
| 1Y | +304.8% | -5.3% | +310.0% | +290.3% |
| 3Y | +238.5% | +4.1% | +234.4% | +192.7% |
| 5Y | -18.8% | -7.1% | -11.7% | -23.5% |
| All | +110.5% | +30.4% | +80.1% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling