+7.1%
CL vs MXL
+349.5%
-342.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -8.0% | -0.1% |
| 7D | -2.3% | +19.0% | -21.3% | -1.6% |
| 30D | -5.5% | +4.5% | -10.0% | -5.2% |
| 3M | +0.8% | -1.5% | +2.4% | +1.2% |
| 6M | -4.2% | +348.6% | -352.8% | +6.4% |
| YTD | +13.4% | +310.3% | -296.8% | +24.9% |
| 1Y | +7.1% | +344.7% | -337.7% | +19.4% |
| All | +7.1% | +349.5% | -342.4% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling