+89.6%
CL vs MXL
+161.9%
-72.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.4% | +7.2% | +1.8% |
| 7D | +3.2% | +13.4% | -10.2% | +3.3% |
| 30D | +8.0% | -29.2% | +37.3% | +8.0% |
| 3M | +7.9% | -27.2% | +35.1% | +7.8% |
| 6M | +14.7% | -36.4% | +51.1% | +14.5% |
| YTD | +29.2% | +220.0% | -190.9% | +25.2% |
| 1Y | +29.5% | +304.8% | -275.3% | +24.9% |
| 3Y | +40.7% | +238.5% | -197.8% | +33.0% |
| 5Y | +43.9% | -18.8% | +62.6% | +44.7% |
| All | +89.6% | +161.9% | -72.3% | +54.4% |
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 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