-5.0%
CI vs MXL
+329.6%
-334.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.0% |
| 7D | -1.3% | +16.6% | -18.0% | -1.2% |
| 30D | +3.1% | +0.5% | +2.7% | +3.2% |
| 3M | -4.5% | -3.6% | -0.9% | -4.5% |
| 6M | +8.3% | +328.0% | -319.8% | +5.2% |
| YTD | +3.8% | +297.8% | -294.0% | +1.1% |
| 1Y | -5.0% | +339.4% | -344.4% | -6.9% |
| All | -5.0% | +329.6% | -334.6% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling