+142.1%
CI vs MXL
+313.4%
-171.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.6% | -0.5% |
| 7D | -0.1% | +18.9% | -18.9% | -1.2% |
| 30D | +1.8% | +0.3% | +1.4% | +1.5% |
| 3M | -4.2% | -8.0% | +3.8% | -5.3% |
| 6M | +8.8% | +341.2% | -332.4% | -8.7% |
| YTD | +3.7% | +327.8% | -324.1% | -13.0% |
| 1Y | -6.1% | +364.9% | -371.0% | -22.4% |
| 3Y | +4.5% | +229.2% | -224.8% | -15.9% |
| 5Y | +50.5% | +42.8% | +7.8% | +30.2% |
| All | +142.1% | +313.4% | -171.2% | +33.7% |
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 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