+287.5%
CAH vs MXL
+313.4%
-25.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.2% | -1.0% |
| 7D | -5.1% | +18.9% | -24.0% | -6.0% |
| 30D | +0.2% | +0.3% | -0.1% | 0.0% |
| 3M | +6.3% | -8.0% | +14.3% | +5.3% |
| 6M | +9.4% | +341.2% | -331.9% | -6.8% |
| YTD | +15.0% | +327.8% | -312.9% | -2.1% |
| 1Y | +55.4% | +364.9% | -309.5% | +30.4% |
| 3Y | +173.8% | +229.2% | -55.4% | +123.4% |
| 5Y | +395.2% | +42.8% | +352.4% | +330.4% |
| All | +287.5% | +313.4% | -25.9% | +145.9% |
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