+493.6%
MXL vs ALLY
+124.8%
+368.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +1.6% | +3.7% | -2.0% | -0.4% |
| 30D | -7.0% | -2.3% | -4.7% | -5.7% |
| 3M | -33.4% | +3.8% | -37.2% | -34.7% |
| 6M | +260.2% | +9.7% | +250.5% | +239.0% |
| YTD | +260.0% | -1.4% | +261.4% | +259.7% |
| 1Y | +303.5% | +8.2% | +295.2% | +282.4% |
| 3Y | +160.4% | +66.5% | +94.0% | +89.2% |
| 5Y | +14.7% | +1.2% | +13.5% | +6.2% |
| 10Y | +215.6% | +191.4% | +24.2% | +57.1% |
| All | +493.6% | +124.8% | +368.7% | +206.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling