+40.0%
CVS vs MXL
+313.4%
-273.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.2% | -1.0% |
| 7D | -2.2% | +18.9% | -21.0% | -3.0% |
| 30D | -0.1% | +0.3% | -0.4% | -0.3% |
| 3M | -5.2% | -8.0% | +2.8% | -5.9% |
| 6M | +26.9% | +341.2% | -314.4% | +13.1% |
| YTD | +22.1% | +327.8% | -305.8% | +8.8% |
| 1Y | +30.8% | +364.9% | -334.1% | +15.4% |
| 3Y | +54.4% | +229.2% | -174.8% | +33.8% |
| 5Y | +33.4% | +42.8% | -9.4% | +20.6% |
| All | +40.0% | +313.4% | -273.3% | +18.3% |
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