+210.8%
CL vs MXL
+249.5%
-38.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.0% | -1.6% |
| 7D | -2.2% | +1.6% | -3.8% | -2.2% |
| 30D | -4.8% | -7.0% | +2.2% | -4.8% |
| 3M | +4.9% | -33.4% | +38.3% | +5.2% |
| 6M | -5.7% | +260.2% | -265.9% | -11.5% |
| YTD | +14.4% | +260.0% | -245.6% | +7.2% |
| 1Y | +8.7% | +303.5% | -294.7% | +1.1% |
| 3Y | +30.0% | +160.4% | -130.5% | +20.0% |
| 5Y | +28.4% | +14.7% | +13.7% | +21.9% |
| 10Y | +50.1% | +215.6% | -165.5% | +23.6% |
| All | +210.8% | +249.5% | -38.7% | +147.0% |
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