+55.4%
CVS vs MXL
+200.2%
-144.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | -0.1% |
| 7D | -2.0% | +16.6% | -18.6% | -2.1% |
| 30D | +1.9% | +0.5% | +1.5% | +1.9% |
| 3M | -2.2% | -3.6% | +1.4% | -2.5% |
| 6M | +26.7% | +328.0% | -301.3% | +22.3% |
| YTD | +22.9% | +297.8% | -274.9% | +18.7% |
| 1Y | +32.9% | +339.4% | -306.5% | +27.8% |
| All | +55.4% | +200.2% | -144.8% | +43.4% |
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