+235.5%
MXL vs ALK
+350.4%
-114.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.8% |
| 7D | +1.6% | -0.7% | +2.3% | +2.0% |
| 30D | -7.0% | -19.2% | +12.2% | +2.7% |
| 3M | -33.4% | -1.5% | -31.9% | -33.5% |
| 6M | +260.2% | -13.1% | +273.2% | +273.7% |
| YTD | +260.0% | -16.4% | +276.4% | +278.7% |
| 1Y | +303.5% | -33.1% | +336.5% | +369.4% |
| 3Y | +160.4% | +0.6% | +159.8% | +138.4% |
| 5Y | +14.7% | -26.4% | +41.1% | +20.3% |
| 10Y | +215.6% | -34.2% | +249.7% | +196.4% |
| All | +235.5% | +350.4% | -114.9% | +10.5% |
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