+249.4%
MXL vs ALLE
+93.1%
+156.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.8% | +10.9% | +13.0% |
| 7D | -8.8% | -0.6% | -8.2% | -8.6% |
| 30D | -41.9% | +26.6% | -68.5% | -45.6% |
| 3M | -25.4% | +13.2% | -38.6% | -27.5% |
| 6M | -44.0% | +42.9% | -86.9% | -50.4% |
| YTD | +220.8% | +21.0% | +199.7% | +202.9% |
| 1Y | +278.8% | +15.2% | +263.6% | +268.0% |
| 3Y | +249.4% | +95.6% | +153.8% | +148.9% |
| All | +249.4% | +93.1% | +156.3% | +148.9% |
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