+84.9%
CL vs MXL
+144.7%
-59.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.1% |
| 7D | +2.6% | -15.9% | +18.4% | +2.6% |
| 30D | +11.8% | -44.0% | +55.8% | +11.7% |
| 3M | +5.9% | -21.3% | +27.3% | +5.8% |
| 6M | +13.3% | -46.1% | +59.4% | +13.2% |
| YTD | +27.1% | +208.8% | -181.7% | +23.2% |
| 1Y | +28.0% | +255.5% | -227.5% | +23.7% |
| 3Y | +39.4% | +223.3% | -183.9% | +31.8% |
| 5Y | +40.8% | -18.1% | +58.9% | +41.1% |
| 10Y | +84.9% | +159.9% | -75.1% | +50.1% |
| All | +84.9% | +144.7% | -59.8% | +50.1% |
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