+34.8%
MXL vs ALLY
-1.1%
+36.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.1% | +8.6% | +8.2% |
| 7D | +19.0% | -1.9% | +20.9% | +20.1% |
| 30D | +4.5% | -4.5% | +9.0% | +7.4% |
| 3M | -1.5% | -2.8% | +1.3% | +0.4% |
| 6M | +348.6% | +10.3% | +338.3% | +316.1% |
| YTD | +310.3% | -5.7% | +316.0% | +320.1% |
| 1Y | +344.7% | +3.9% | +340.8% | +327.8% |
| 3Y | +211.2% | +64.7% | +146.5% | +119.1% |
| 5Y | +34.8% | -2.6% | +37.4% | +28.9% |
| All | +34.8% | -1.1% | +36.0% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling