+681.3%
MXL vs ALLE
+260.9%
+420.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +4.8% |
| 7D | +1.6% | -0.2% | +1.9% | +1.9% |
| 30D | -7.0% | -6.8% | -0.2% | -2.3% |
| 3M | -33.4% | +21.0% | -54.4% | -42.5% |
| 6M | +260.2% | +1.1% | +259.1% | +248.9% |
| YTD | +260.0% | -0.5% | +260.5% | +249.5% |
| 1Y | +303.5% | -7.3% | +310.7% | +313.1% |
| 3Y | +160.4% | +42.3% | +118.2% | +85.2% |
| 5Y | +14.7% | +13.5% | +1.2% | -3.1% |
| 10Y | +215.6% | +144.0% | +71.6% | +56.7% |
| All | +681.3% | +260.9% | +420.5% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling