+34.8%
MXL vs ALHC
-27.5%
+62.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.2% | +10.7% | +8.0% |
| 7D | +19.0% | -4.1% | +23.1% | +19.7% |
| 30D | +4.5% | -5.4% | +9.9% | +5.4% |
| 3M | -1.5% | -32.1% | +30.6% | +4.1% |
| 6M | +348.6% | -28.5% | +377.1% | +363.3% |
| YTD | +310.3% | -34.0% | +344.3% | +327.8% |
| 1Y | +344.7% | -20.9% | +365.6% | +349.6% |
| 3Y | +211.2% | +151.5% | +59.6% | +129.1% |
| 5Y | +34.8% | -28.8% | +63.7% | +14.5% |
| All | +34.8% | -27.5% | +62.3% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling