+286.5%
MXL vs ALK
-39.2%
+325.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.9% | +8.5% | +8.0% |
| 7D | +19.0% | -3.0% | +21.9% | +20.5% |
| 30D | +4.5% | -14.6% | +19.1% | +12.3% |
| 3M | -1.5% | -10.6% | +9.1% | +3.1% |
| 6M | +348.6% | -6.7% | +355.3% | +349.4% |
| YTD | +310.3% | -19.8% | +330.0% | +339.5% |
| 1Y | +344.7% | -35.2% | +379.9% | +424.9% |
| 3Y | +211.2% | +1.4% | +209.8% | +183.1% |
| 5Y | +34.8% | -30.7% | +65.5% | +44.5% |
| 10Y | +286.5% | -37.4% | +323.9% | +264.8% |
| All | +286.5% | -39.2% | +325.8% | +264.8% |
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