+163.7%
MXL vs ALM
+2,100.8%
-1,937.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +7.7% | -13.1% | -6.2% |
| 7D | +13.4% | +1.2% | +12.2% | +13.3% |
| 30D | -29.2% | -19.3% | -9.9% | -27.5% |
| 3M | -27.2% | -40.6% | +13.4% | -23.2% |
| 6M | -36.4% | -57.9% | +21.5% | -31.0% |
| YTD | +220.0% | -6.7% | +226.7% | +225.6% |
| 1Y | +304.8% | +20.2% | +284.6% | +303.8% |
| 3Y | +238.5% | +879.4% | -641.0% | +186.8% |
| 5Y | -18.8% | +415.3% | -434.1% | -30.0% |
| All | +163.7% | +2,100.8% | -1,937.1% | +89.3% |
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