+34.8%
MXL vs ALM
+958.0%
-923.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.1% | +11.7% | +8.1% |
| 7D | +19.0% | +3.6% | +15.4% | +18.4% |
| 30D | +4.5% | +33.8% | -29.3% | +0.7% |
| 3M | -1.5% | +14.8% | -16.3% | -3.3% |
| 6M | +348.6% | -7.0% | +355.6% | +344.7% |
| YTD | +310.3% | +108.1% | +202.2% | +279.6% |
| 1Y | +344.7% | +313.8% | +30.9% | +290.2% |
| 3Y | +211.2% | +2,227.6% | -2,016.4% | +132.8% |
| 5Y | +34.8% | +956.6% | -921.8% | +5.6% |
| All | +34.8% | +958.0% | -923.2% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling