+163.7%
MXL vs ALLY
+174.3%
-10.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.9% |
| 7D | +13.4% | +0.4% | +13.1% | +13.3% |
| 30D | -29.2% | +5.2% | -34.5% | -31.7% |
| 3M | -27.2% | -13.3% | -13.9% | -21.4% |
| 6M | -36.4% | -6.7% | -29.8% | -34.5% |
| YTD | +220.0% | -12.8% | +232.9% | +240.7% |
| 1Y | +304.8% | +0.7% | +304.1% | +295.4% |
| 3Y | +238.5% | +65.2% | +173.3% | +141.6% |
| 5Y | -18.8% | -10.1% | -8.6% | -20.1% |
| All | +163.7% | +174.3% | -10.5% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling