+596.3%
MXL vs ALLE
+339.1%
+257.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.8% | +10.9% | +11.9% |
| 7D | -8.8% | -0.6% | -8.2% | -8.1% |
| 30D | -41.9% | +26.6% | -68.5% | -51.3% |
| 3M | -25.4% | +13.2% | -38.6% | -32.8% |
| 6M | -44.0% | +42.9% | -86.9% | -57.8% |
| YTD | +220.8% | +21.0% | +199.7% | +166.7% |
| 1Y | +278.8% | +15.2% | +263.6% | +226.5% |
| 3Y | +249.4% | +95.6% | +153.8% | +93.9% |
| 5Y | -17.3% | +53.4% | -70.8% | -44.4% |
| 10Y | +156.7% | +221.5% | -64.8% | +4.0% |
| All | +596.3% | +339.1% | +257.1% | +126.3% |
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