+297.0%
MXL vs ALM
+44.8%
+252.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.2% | -12.3% | -11.5% |
| 7D | -24.3% | -6.4% | -18.0% | -22.8% |
| 30D | -46.1% | -35.0% | -11.1% | -38.7% |
| 3M | -21.8% | -33.8% | +12.0% | -11.8% |
| 6M | -27.2% | -55.0% | +27.8% | -12.2% |
| YTD | +226.2% | -0.2% | +226.4% | +267.9% |
| 1Y | +297.0% | +41.8% | +255.2% | +323.8% |
| All | +297.0% | +44.8% | +252.2% | +323.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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