+274.2%
MXL vs ALM
+2,776.7%
-2,502.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.6% | +6.6% | -2.2% |
| 7D | +16.6% | -7.1% | +23.8% | +17.4% |
| 30D | +0.5% | +24.7% | -24.2% | -1.5% |
| 3M | -3.6% | +8.3% | -11.9% | -4.2% |
| 6M | +328.0% | -22.2% | +350.2% | +332.7% |
| YTD | +297.8% | +88.1% | +209.7% | +277.3% |
| 1Y | +339.4% | +272.4% | +67.1% | +297.5% |
| 3Y | +201.7% | +2,004.1% | -1,802.4% | +135.8% |
| 5Y | +32.8% | +915.8% | -883.0% | +7.0% |
| All | +274.2% | +2,776.7% | -2,502.5% | +149.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling