+825.1%
CI vs MXL
+234.0%
+591.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.4% | -11.9% | -1.4% |
| 7D | -1.3% | +5.5% | -6.7% | -2.0% |
| 30D | +6.4% | -32.6% | +39.0% | +8.6% |
| 3M | +10.7% | -13.1% | +23.8% | +9.9% |
| 6M | +5.5% | -41.4% | +46.9% | +6.0% |
| YTD | +11.4% | +243.9% | -232.6% | -8.6% |
| 1Y | +15.0% | +305.1% | -290.0% | -7.5% |
| 3Y | +9.0% | +260.1% | -251.1% | -17.6% |
| 5Y | +52.0% | -12.1% | +64.0% | +32.9% |
| 10Y | +150.9% | +182.8% | -31.9% | +64.2% |
| All | +825.1% | +234.0% | +591.1% | +399.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling