+913.3%
CAH vs MXL
+298.4%
+615.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -0.7% |
| 7D | -2.2% | +19.0% | -21.2% | -3.4% |
| 30D | +1.2% | +4.5% | -3.3% | +0.6% |
| 3M | +13.1% | -1.5% | +14.6% | +11.2% |
| 6M | +8.5% | +348.6% | -340.2% | -9.1% |
| YTD | +17.6% | +310.3% | -292.7% | -0.9% |
| 1Y | +60.7% | +344.7% | -284.1% | +33.4% |
| 3Y | +183.2% | +211.2% | -28.0% | +129.4% |
| 5Y | +402.2% | +34.8% | +367.3% | +330.1% |
| 10Y | +302.3% | +286.5% | +15.8% | +178.0% |
| All | +913.3% | +298.4% | +615.0% | +574.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling