+740.8%
CME vs MXL
+270.5%
+470.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.0% | -7.1% | -1.5% |
| 7D | -2.9% | +15.5% | -18.3% | -3.8% |
| 30D | +5.5% | -11.3% | +16.8% | +6.0% |
| 3M | +11.0% | -16.1% | +27.1% | +10.2% |
| 6M | -9.7% | +323.0% | -332.7% | -23.1% |
| YTD | +4.9% | +281.5% | -276.7% | -10.2% |
| 1Y | +10.1% | +319.3% | -309.2% | -7.1% |
| 3Y | +53.5% | +189.4% | -135.9% | +26.1% |
| 5Y | +77.2% | +26.0% | +51.2% | +54.8% |
| 10Y | +282.1% | +243.5% | +38.6% | +157.4% |
| All | +740.8% | +270.5% | +470.3% | +386.1% |
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 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