+28.1%
CL vs MXL
+23.2%
+4.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.0% | -6.4% | -0.2% |
| 7D | -1.4% | +15.5% | -16.8% | -1.0% |
| 30D | -5.2% | -11.3% | +6.1% | -5.4% |
| 3M | +3.3% | -16.1% | +19.4% | +3.3% |
| 6M | -4.4% | +323.0% | -327.4% | -0.6% |
| YTD | +13.9% | +281.5% | -267.6% | +18.2% |
| 1Y | +7.6% | +319.3% | -311.7% | +12.1% |
| 3Y | +29.6% | +189.4% | -159.8% | +35.3% |
| 5Y | +28.1% | +26.0% | +2.1% | +32.6% |
| All | +28.1% | +23.2% | +4.9% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling