+37.7%
CL vs MXL
+188.3%
-150.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.0% | -13.1% | -1.7% |
| 7D | +1.3% | -27.1% | +28.4% | +0.1% |
| 30D | +11.4% | -54.2% | +65.5% | +8.3% |
| 3M | +4.4% | -29.9% | +34.4% | +3.6% |
| 6M | +10.8% | -39.5% | +50.2% | +10.1% |
| YTD | +25.1% | +182.2% | -157.0% | +33.1% |
| 1Y | +28.0% | +231.8% | -203.9% | +37.3% |
| All | +37.7% | +188.3% | -150.5% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling