+245.4%
CL vs MXL
+199.9%
+45.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.2% |
| 7D | +2.6% | -15.9% | +18.4% | +2.8% |
| 30D | +11.8% | -44.0% | +55.8% | +12.7% |
| 3M | +5.9% | -21.3% | +27.3% | +5.8% |
| 6M | +13.3% | -46.1% | +59.4% | +13.6% |
| YTD | +27.1% | +208.8% | -181.7% | +18.9% |
| 1Y | +28.0% | +255.5% | -227.5% | +19.0% |
| 3Y | +39.4% | +223.3% | -183.9% | +26.0% |
| 5Y | +40.8% | -18.1% | +58.9% | +35.5% |
| 10Y | +84.9% | +159.9% | -75.1% | +52.6% |
| All | +245.4% | +199.9% | +45.5% | +174.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling