+51.2%
CME vs MXL
+200.2%
-148.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.3% |
| 7D | -2.4% | +16.6% | -19.0% | -1.8% |
| 30D | +6.2% | +0.5% | +5.7% | +6.4% |
| 3M | +4.4% | -3.6% | +8.0% | +5.0% |
| 6M | -9.6% | +328.0% | -337.7% | -1.8% |
| YTD | +3.8% | +297.8% | -294.0% | +12.6% |
| 1Y | +9.5% | +339.4% | -329.9% | +19.8% |
| All | +51.2% | +200.2% | -148.9% | +74.6% |
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