+41.9%
CMI vs MXL
+316.6%
-274.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.5% | -2.7% | +2.3% |
| 7D | -0.7% | +1.6% | -2.4% | -0.9% |
| 30D | -13.4% | -7.0% | -6.4% | -13.1% |
| 3M | -17.0% | -33.4% | +16.4% | -15.3% |
| 6M | -1.6% | +260.2% | -261.8% | -24.3% |
| YTD | +11.0% | +260.0% | -249.0% | -14.8% |
| 1Y | +41.9% | +303.5% | -261.6% | +6.5% |
| All | +41.9% | +316.6% | -274.7% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling