+95.2%
CNC vs MXL
+313.4%
-218.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.5% | -6.0% | +1.2% |
| 7D | -0.9% | +18.9% | -19.8% | -1.9% |
| 30D | -1.0% | +0.3% | -1.3% | -1.2% |
| 3M | +4.5% | -8.0% | +12.6% | +3.7% |
| 6M | +85.2% | +341.2% | -256.0% | +63.3% |
| YTD | +61.4% | +327.8% | -266.4% | +42.2% |
| 1Y | +94.9% | +364.9% | -270.0% | +69.9% |
| 3Y | 0.0% | +229.2% | -229.2% | -15.1% |
| 5Y | +11.2% | +42.8% | -31.6% | +1.1% |
| All | +95.2% | +313.4% | -218.1% | +19.5% |
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 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