+142.8%
CI vs MXL
+161.9%
-19.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.5% |
| 7D | +1.2% | +13.4% | -12.3% | +0.4% |
| 30D | +2.6% | -29.2% | +31.8% | +3.9% |
| 3M | +7.4% | -27.2% | +34.7% | +8.0% |
| 6M | -0.1% | -36.4% | +36.3% | -0.3% |
| YTD | +9.7% | +220.0% | -210.3% | -7.1% |
| 1Y | +12.1% | +304.8% | -292.7% | -7.4% |
| 3Y | +7.0% | +238.5% | -231.4% | -16.4% |
| 5Y | +49.7% | -18.8% | +68.5% | +38.4% |
| All | +142.8% | +161.9% | -19.1% | +37.3% |
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