+223.3%
MXL vs ALLY
+60.4%
+162.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -2.4% |
| 7D | -15.9% | -0.7% | -15.2% | -15.6% |
| 30D | -44.0% | +1.1% | -45.2% | -44.7% |
| 3M | -21.3% | -13.2% | -8.2% | -14.8% |
| 6M | -46.1% | -13.5% | -32.6% | -41.7% |
| YTD | +208.8% | -14.3% | +223.1% | +233.2% |
| 1Y | +255.5% | -1.1% | +256.7% | +247.3% |
| 3Y | +223.3% | +62.0% | +161.3% | +136.7% |
| All | +223.3% | +60.4% | +162.9% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling