+26.0%
MXL vs ALLE
+17.0%
+9.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.7% | +6.7% | +6.4% |
| 7D | +15.5% | +2.8% | +12.7% | +13.4% |
| 30D | -11.3% | -7.6% | -3.7% | -6.6% |
| 3M | -16.1% | +22.8% | -38.9% | -28.0% |
| 6M | +323.0% | +4.6% | +318.4% | +301.1% |
| YTD | +281.5% | -1.2% | +282.7% | +273.9% |
| 1Y | +319.3% | -9.1% | +328.4% | +340.0% |
| 3Y | +189.4% | +50.0% | +139.4% | +88.0% |
| 5Y | +26.0% | +15.2% | +10.8% | +2.5% |
| All | +26.0% | +17.0% | +9.0% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling