-35.9%
MXL vs ALHC
-58.4%
+22.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.5% |
| 7D | +33.1% | -0.8% | +33.9% | +33.1% |
| 30D | -33.5% | -9.6% | -23.8% | -32.9% |
| 3M | -20.7% | -44.5% | +23.8% | -17.9% |
| 6M | -35.9% | -59.2% | +23.3% | -28.0% |
| All | -35.9% | -58.4% | +22.6% | -28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling