+255.5%
MXL vs ALLE
+14.8%
+240.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.8% |
| 7D | -15.9% | +0.1% | -15.9% | -15.9% |
| 30D | -44.0% | +25.9% | -69.9% | -41.6% |
| 3M | -21.3% | +14.9% | -36.2% | -17.9% |
| 6M | -46.1% | +42.1% | -88.2% | -43.7% |
| YTD | +208.8% | +20.4% | +188.5% | +223.2% |
| 1Y | +255.5% | +14.9% | +240.7% | +296.4% |
| All | +255.5% | +14.8% | +240.7% | +296.4% |
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