+296.2%
MXL vs ALLE
+14.3%
+281.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.7% |
| 7D | +33.1% | +1.6% | +31.5% | +33.3% |
| 30D | -33.5% | +24.1% | -57.6% | -30.6% |
| 3M | -20.7% | +14.8% | -35.5% | -17.2% |
| 6M | -35.9% | +45.9% | -81.7% | -33.2% |
| YTD | +238.3% | +20.7% | +217.5% | +254.0% |
| 1Y | +296.2% | +14.2% | +282.1% | +327.6% |
| All | +296.2% | +14.3% | +281.9% | +327.6% |
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