+65.7%
MXL vs ALHC
-61.4%
+127.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -5.1% |
| 7D | +13.4% | +0.3% | +13.1% | +13.3% |
| 30D | -29.2% | -10.6% | -18.7% | -28.1% |
| 3M | -27.2% | -45.3% | +18.1% | -21.4% |
| 6M | -36.4% | -59.7% | +23.3% | -28.8% |
| YTD | +220.0% | -62.7% | +282.8% | +259.0% |
| 1Y | +304.8% | -56.1% | +360.9% | +341.4% |
| 3Y | +238.5% | +21.3% | +217.2% | +179.5% |
| 5Y | -18.8% | -66.0% | +47.2% | -19.8% |
| All | +65.7% | -61.4% | +127.1% | +45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling