+468.8%
MXL vs CAI
-9.9%
+478.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.2% | +6.3% | +7.4% |
| 7D | +18.9% | -2.9% | +21.8% | +19.3% |
| 30D | +0.3% | +9.3% | -9.0% | -0.9% |
| 3M | -8.0% | +35.2% | -43.3% | -12.8% |
| 6M | +341.2% | +30.7% | +310.5% | +313.5% |
| YTD | +327.8% | -9.8% | +337.6% | +338.4% |
| 1Y | +364.9% | -28.9% | +393.8% | +386.3% |
| All | +468.8% | -9.9% | +478.7% | +503.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 5y: compounded portfolio wealth divided by compounded CAI 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…
5y analysis · Full analysis span regression · 6 months rolling