+297.0%
MXL vs ALHC
-51.4%
+348.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +10.1% | -21.3% | -11.8% |
| 7D | -24.3% | -0.5% | -23.9% | -24.3% |
| 30D | -46.1% | -4.2% | -41.9% | -46.0% |
| 3M | -21.8% | -39.8% | +18.0% | -18.5% |
| 6M | -27.2% | -57.7% | +30.5% | -17.8% |
| YTD | +226.2% | -58.8% | +284.9% | +247.5% |
| 1Y | +297.0% | -52.4% | +349.4% | +280.3% |
| All | +297.0% | -51.4% | +348.4% | +280.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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