-42.6%
CCL vs MXL
+313.4%
-356.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.5% | -6.3% | -0.7% |
| 7D | -3.2% | +18.9% | -22.1% | -7.7% |
| 30D | -17.8% | +0.3% | -18.1% | -18.7% |
| 3M | -18.7% | -8.0% | -10.6% | -22.5% |
| 6M | -11.4% | +341.2% | -352.6% | -55.6% |
| YTD | -24.3% | +327.8% | -352.1% | -62.0% |
| 1Y | -28.8% | +364.9% | -393.7% | -66.0% |
| 3Y | +49.3% | +229.2% | -179.9% | -33.3% |
| 5Y | +1.6% | +42.8% | -41.2% | -40.8% |
| All | -42.6% | +313.4% | -356.0% | -83.4% |
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