+344.7%
MXL vs ALLE
-11.2%
+355.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.8% | +10.3% | +7.9% |
| 7D | +19.0% | -2.2% | +21.1% | +19.2% |
| 30D | +4.5% | -8.3% | +12.8% | +5.5% |
| 3M | -1.5% | +16.3% | -17.8% | -4.2% |
| 6M | +348.6% | +1.8% | +346.8% | +352.8% |
| YTD | +310.3% | -3.9% | +314.2% | +309.6% |
| 1Y | +344.7% | -10.0% | +354.7% | +396.8% |
| All | +344.7% | -11.2% | +355.9% | +396.8% |
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