+762.2%
CI vs MXL
+249.5%
+512.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.8% | -1.7% |
| 7D | +1.3% | +1.6% | -0.3% | +1.1% |
| 30D | +4.4% | -7.0% | +11.4% | +4.7% |
| 3M | +0.7% | -33.4% | +34.1% | +1.8% |
| 6M | +0.3% | +260.2% | -259.8% | -16.5% |
| YTD | +3.8% | +260.0% | -256.1% | -13.8% |
| 1Y | -5.5% | +303.5% | -309.0% | -23.1% |
| 3Y | +8.1% | +160.4% | -152.3% | -13.6% |
| 5Y | +42.8% | +14.7% | +28.1% | +21.7% |
| 10Y | +143.9% | +215.6% | -71.7% | +60.0% |
| All | +762.2% | +249.5% | +512.7% | +370.9% |
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 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