+52.9%
CL vs MXL
+284.4%
-231.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | -0.1% |
| 7D | -2.4% | +16.6% | -19.1% | -2.5% |
| 30D | -4.8% | +0.5% | -5.2% | -4.8% |
| 3M | -1.7% | -3.6% | +1.9% | -2.1% |
| 6M | -3.8% | +328.0% | -331.8% | -6.9% |
| YTD | +13.3% | +297.8% | -284.6% | +9.6% |
| 1Y | +8.3% | +339.4% | -331.1% | +4.4% |
| 3Y | +28.8% | +201.7% | -172.9% | +23.4% |
| 5Y | +28.5% | +32.8% | -4.2% | +26.2% |
| All | +52.9% | +284.4% | -231.4% | +20.0% |
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