+150.9%
MXL vs ALC
+21.6%
+129.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.0% | +8.0% | +7.2% |
| 7D | +15.5% | -3.7% | +19.1% | +17.9% |
| 30D | -11.3% | -3.7% | -7.6% | -9.9% |
| 3M | -16.1% | +4.6% | -20.7% | -20.9% |
| 6M | +323.0% | -14.6% | +337.6% | +348.2% |
| YTD | +281.5% | -11.9% | +293.4% | +293.0% |
| 1Y | +319.3% | -13.1% | +332.4% | +337.1% |
| 3Y | +189.4% | -15.0% | +204.4% | +197.0% |
| 5Y | +26.0% | -16.2% | +42.2% | +29.8% |
| All | +150.9% | +21.6% | +129.4% | +83.0% |
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