+3,154.0%
CLS vs MXL
+313.4%
+2,840.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.5% | -1.0% | +4.3% |
| 7D | +10.9% | +18.9% | -7.9% | +5.3% |
| 30D | +2.1% | +0.3% | +1.8% | +1.3% |
| 3M | -10.2% | -8.0% | -2.1% | -11.9% |
| 6M | +30.4% | +341.2% | -310.9% | -33.3% |
| YTD | +17.2% | +327.8% | -310.6% | -39.8% |
| 1Y | +41.0% | +364.9% | -323.9% | -30.3% |
| 3Y | +1,338.0% | +229.2% | +1,108.7% | +616.5% |
| 5Y | +3,860.6% | +42.8% | +3,817.8% | +2,263.9% |
| All | +3,154.0% | +313.4% | +2,840.6% | +1,096.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling