+26.0%
MXL vs ALK
-28.9%
+54.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.1% | +9.1% | +7.7% |
| 7D | +15.5% | +0.1% | +15.3% | +15.3% |
| 30D | -11.3% | -18.5% | +7.1% | -1.1% |
| 3M | -16.1% | -3.6% | -12.6% | -15.6% |
| 6M | +323.0% | -3.7% | +326.7% | +315.1% |
| YTD | +281.5% | -19.0% | +300.5% | +310.5% |
| 1Y | +319.3% | -36.0% | +355.3% | +412.0% |
| 3Y | +189.4% | +2.3% | +187.0% | +145.9% |
| 5Y | +26.0% | -27.8% | +53.7% | +31.2% |
| All | +26.0% | -28.9% | +54.9% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling