+2.6%
CI vs MXL
+187.9%
-185.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.0% | -7.8% | -1.8% |
| 7D | -2.0% | +15.5% | -17.5% | -1.9% |
| 30D | -1.8% | -11.3% | +9.5% | -1.9% |
| 3M | -4.2% | -16.1% | +11.9% | -4.3% |
| 6M | +2.7% | +323.0% | -320.3% | +2.2% |
| YTD | +1.9% | +281.5% | -279.6% | +1.5% |
| 1Y | -6.3% | +319.3% | -325.5% | -6.6% |
| All | +2.6% | +187.9% | -185.2% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling