+207.2%
C vs MXL
+176.8%
+30.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.1% |
| 7D | +4.7% | +33.1% | -28.3% | -0.2% |
| 30D | +0.2% | -33.5% | +33.7% | +5.3% |
| 3M | -9.3% | -20.7% | +11.3% | -8.7% |
| 6M | -0.8% | -35.9% | +35.0% | -0.5% |
| YTD | +8.5% | +238.3% | -229.8% | -27.5% |
| 1Y | +23.1% | +296.2% | -273.1% | -20.8% |
| 3Y | +220.8% | +254.1% | -33.3% | +85.3% |
| 5Y | +112.4% | -14.1% | +126.5% | +63.7% |
| All | +207.2% | +176.8% | +30.4% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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