-45.3%
MXL vs ALK
+3.7%
-49.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +7.1% | +6.6% | +11.0% |
| 7D | -8.8% | +8.9% | -17.7% | -11.2% |
| 30D | -41.9% | +5.9% | -47.8% | -42.1% |
| 3M | -25.4% | -16.5% | -8.9% | -19.1% |
| All | -45.3% | +3.7% | -49.0% | -43.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling