+394.0%
CAH vs MXL
+40.1%
+353.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.2% | -0.7% |
| 7D | -5.1% | +18.9% | -24.0% | -5.2% |
| 30D | +0.2% | +0.3% | -0.1% | +0.2% |
| 3M | +6.3% | -8.0% | +14.3% | +6.1% |
| 6M | +9.4% | +341.2% | -331.9% | +4.5% |
| YTD | +15.0% | +327.8% | -312.9% | +9.8% |
| 1Y | +55.4% | +364.9% | -309.5% | +47.7% |
| 3Y | +173.8% | +229.2% | -55.4% | +156.0% |
| All | +394.0% | +40.1% | +353.9% | +372.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling