+86.4%
MXL vs ALHC
-28.9%
+115.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.5% |
| 7D | +1.6% | -0.6% | +2.2% | +1.7% |
| 30D | -7.0% | -1.0% | -6.0% | -6.7% |
| 3M | -33.4% | -10.2% | -23.3% | -32.9% |
| 6M | +260.2% | -28.3% | +288.4% | +272.5% |
| YTD | +260.0% | -31.4% | +291.4% | +273.7% |
| 1Y | +303.5% | -16.9% | +320.4% | +304.8% |
| 3Y | +160.4% | +135.5% | +25.0% | +93.5% |
| 5Y | +14.7% | -33.6% | +48.3% | +3.1% |
| All | +86.4% | -28.9% | +115.3% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling