+1,208.9%
CMI vs MXL
+286.3%
+922.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.2% | -0.3% |
| 7D | +0.8% | +16.6% | -15.8% | -1.8% |
| 30D | -12.8% | +0.5% | -13.2% | -13.3% |
| 3M | -12.4% | -3.6% | -8.8% | -14.6% |
| 6M | -0.9% | +328.0% | -328.9% | -31.6% |
| YTD | +8.9% | +297.8% | -289.0% | -24.0% |
| 1Y | +37.7% | +339.4% | -301.7% | -6.6% |
| 3Y | +148.9% | +201.7% | -52.9% | +63.6% |
| 5Y | +164.4% | +32.8% | +131.6% | +92.8% |
| 10Y | +506.9% | +274.8% | +232.1% | +208.8% |
| All | +1,208.9% | +286.3% | +922.6% | +480.0% |
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