+1,284.2%
CLS vs MXL
+209.6%
+1,074.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.5% | -6.4% | -1.0% |
| 7D | +20.1% | +19.0% | +1.1% | +14.3% |
| 30D | +6.0% | +4.5% | +1.6% | +4.1% |
| 3M | -10.3% | -1.5% | -8.8% | -13.4% |
| 6M | +24.5% | +348.6% | -324.1% | -38.4% |
| YTD | +12.9% | +310.3% | -297.4% | -42.6% |
| 1Y | +36.7% | +344.7% | -308.0% | -33.6% |
| All | +1,284.2% | +209.6% | +1,074.7% | +576.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling