+297.0%
MXL vs ALLE
+18.6%
+278.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.8% | -12.9% | -10.7% |
| 7D | -24.3% | +6.7% | -31.0% | -23.0% |
| 30D | -46.1% | +25.4% | -71.5% | -43.4% |
| 3M | -21.8% | +16.9% | -38.8% | -17.9% |
| 6M | -27.2% | +46.6% | -73.8% | -23.9% |
| YTD | +226.2% | +22.4% | +203.7% | +243.8% |
| 1Y | +297.0% | +17.7% | +279.3% | +340.7% |
| All | +297.0% | +18.6% | +278.4% | +340.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling