+189.4%
MXL vs ALLE
+49.7%
+139.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.7% | +6.7% | +6.3% |
| 7D | +15.5% | +2.8% | +12.7% | +14.3% |
| 30D | -11.3% | -7.6% | -3.7% | -8.6% |
| 3M | -16.1% | +22.8% | -38.9% | -23.2% |
| 6M | +323.0% | +4.6% | +318.4% | +312.9% |
| YTD | +281.5% | -1.2% | +282.7% | +280.7% |
| 1Y | +319.3% | -9.1% | +328.4% | +340.7% |
| 3Y | +189.4% | +50.0% | +139.4% | +113.8% |
| All | +189.4% | +49.7% | +139.7% | +113.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling