+220.6%
MXL vs ALK
+339.6%
-119.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.2% | +12.6% | +11.9% |
| 7D | +5.5% | +2.6% | +2.9% | +4.8% |
| 30D | -32.6% | +7.8% | -40.4% | -35.6% |
| 3M | -13.1% | -15.2% | +2.1% | -6.9% |
| 6M | -41.4% | +5.0% | -46.4% | -44.0% |
| YTD | +243.9% | -18.4% | +262.4% | +263.3% |
| 1Y | +305.1% | -2.4% | +307.5% | +293.1% |
| 3Y | +260.1% | +19.8% | +240.3% | +202.3% |
| 5Y | -12.1% | -27.8% | +15.7% | -7.3% |
| 10Y | +182.8% | -42.0% | +224.7% | +180.4% |
| All | +220.6% | +339.6% | -119.0% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling