+296.2%
MXL vs ALLY
-0.9%
+297.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.4% |
| 7D | +33.1% | -2.1% | +35.2% | +34.1% |
| 30D | -33.5% | +2.0% | -35.5% | -34.1% |
| 3M | -20.7% | -13.3% | -7.3% | -15.6% |
| 6M | -35.9% | -9.9% | -26.0% | -33.0% |
| YTD | +238.3% | -13.5% | +251.8% | +268.8% |
| 1Y | +296.2% | -2.8% | +299.0% | +285.2% |
| All | +296.2% | -0.9% | +297.2% | +285.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling