+14.3%
CL vs MXL
-40.9%
+55.1%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.4% | -11.5% | +0.9% |
| 7D | -0.8% | +5.5% | -6.2% | +0.1% |
| 30D | +9.5% | -32.6% | +42.2% | +6.6% |
| 3M | +6.8% | -13.1% | +19.9% | +7.1% |
| 6M | +14.3% | -41.4% | +55.7% | +12.2% |
| All | +14.3% | -40.9% | +55.1% | +12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling