+467.2%
MXL vs ALLY
+98.6%
+368.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.6% | +9.8% | +10.5% |
| 7D | +5.5% | -2.8% | +8.2% | +7.4% |
| 30D | -32.6% | +1.9% | -34.5% | -33.6% |
| 3M | -13.1% | -12.1% | -1.0% | -7.2% |
| 6M | -41.4% | -9.0% | -32.4% | -38.7% |
| YTD | +243.9% | -12.9% | +256.9% | +265.7% |
| 1Y | +305.1% | -0.1% | +305.2% | +298.5% |
| 3Y | +260.1% | +64.6% | +195.5% | +162.6% |
| 5Y | -12.1% | -10.1% | -2.0% | -13.3% |
| 10Y | +182.8% | +176.7% | +6.1% | +45.4% |
| All | +467.2% | +98.6% | +368.6% | +211.4% |
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 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