+163.7%
MXL vs ALK
-45.9%
+209.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -4.7% |
| 7D | +13.4% | -1.2% | +14.6% | +14.2% |
| 30D | -29.2% | +7.7% | -36.9% | -32.5% |
| 3M | -27.2% | -19.0% | -8.2% | -20.2% |
| 6M | -36.4% | -0.2% | -36.2% | -37.9% |
| YTD | +220.0% | -23.5% | +243.5% | +248.7% |
| 1Y | +304.8% | -9.1% | +313.9% | +305.9% |
| 3Y | +238.5% | +12.0% | +226.4% | +192.2% |
| 5Y | -18.8% | -30.9% | +12.1% | -12.8% |
| All | +163.7% | -45.9% | +209.6% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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