+73.9%
CTVA vs MXL
+222.8%
-148.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.2% | -0.9% |
| 7D | -4.5% | +18.9% | -23.4% | -4.9% |
| 30D | +11.3% | +0.3% | +11.0% | +11.2% |
| 3M | +12.3% | -8.0% | +20.4% | +11.7% |
| 6M | +7.2% | +341.2% | -334.1% | -1.3% |
| YTD | +26.0% | +327.8% | -301.8% | +16.1% |
| 1Y | +16.0% | +364.9% | -348.9% | +6.0% |
| 3Y | +73.9% | +229.2% | -155.3% | +52.6% |
| All | +73.9% | +222.8% | -148.9% | +52.6% |
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