+1,538.9%
MXL vs AMCR
+93.5%
+1,445.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.6% | +9.1% | +8.1% |
| 7D | +18.9% | -6.3% | +25.1% | +21.3% |
| 30D | +0.3% | -7.8% | +8.1% | +2.8% |
| 3M | -8.0% | +7.5% | -15.6% | -12.1% |
| 6M | +341.2% | +2.7% | +338.6% | +325.4% |
| YTD | +327.8% | +6.0% | +321.8% | +305.4% |
| 1Y | +364.9% | +7.8% | +357.1% | +337.2% |
| 3Y | +229.2% | +5.8% | +223.4% | +208.2% |
| 5Y | +42.8% | -11.6% | +54.4% | +44.4% |
| 10Y | +303.1% | +14.6% | +288.5% | +250.5% |
| All | +1,538.9% | +93.5% | +1,445.4% | +1,385.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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