+274.2%
CME vs MXL
+313.4%
-39.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.0% | +0.3% |
| 7D | -1.6% | +18.9% | -20.4% | -2.2% |
| 30D | +5.6% | +0.3% | +5.3% | +5.5% |
| 3M | +5.6% | -8.0% | +13.6% | +4.9% |
| 6M | -8.3% | +341.2% | -349.5% | -17.1% |
| YTD | +4.3% | +327.8% | -323.5% | -5.8% |
| 1Y | +9.1% | +364.9% | -355.8% | -2.4% |
| 3Y | +52.1% | +229.2% | -177.2% | +33.4% |
| 5Y | +79.7% | +42.8% | +36.9% | +67.4% |
| All | +274.2% | +313.4% | -39.1% | +138.8% |
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