+798.3%
CB vs MXL
+249.5%
+548.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.4% | -2.3% |
| 7D | +0.5% | +1.6% | -1.1% | +0.4% |
| 30D | -3.1% | -7.0% | +3.9% | -3.0% |
| 3M | +9.0% | -33.4% | +42.4% | +9.8% |
| 6M | +2.9% | +260.2% | -257.3% | -12.9% |
| YTD | +10.1% | +260.0% | -249.8% | -7.1% |
| 1Y | +22.8% | +303.5% | -280.7% | +1.8% |
| 3Y | +73.8% | +160.4% | -86.6% | +41.4% |
| 5Y | +99.2% | +14.7% | +84.5% | +72.1% |
| 10Y | +218.2% | +215.6% | +2.6% | +116.8% |
| All | +798.3% | +249.5% | +548.8% | +443.7% |
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 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