+159.9%
MXL vs ALLE
+217.2%
-57.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.4% |
| 7D | -15.9% | +0.1% | -15.9% | -15.5% |
| 30D | -44.0% | +25.9% | -69.9% | -53.1% |
| 3M | -21.3% | +14.9% | -36.2% | -30.1% |
| 6M | -46.1% | +42.1% | -88.2% | -59.5% |
| YTD | +208.8% | +20.4% | +188.5% | +157.0% |
| 1Y | +255.5% | +14.9% | +240.7% | +206.5% |
| 3Y | +223.3% | +90.1% | +133.2% | +79.0% |
| 5Y | -18.1% | +53.0% | -71.1% | -45.7% |
| 10Y | +159.9% | +208.8% | -48.9% | +15.2% |
| All | +159.9% | +217.2% | -57.3% | +15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling