+297.0%
MXL vs CAPR
+47.4%
+249.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +8.3% | -19.4% | -11.3% |
| 7D | -24.3% | +43.2% | -67.5% | -25.1% |
| 30D | -46.1% | +14.7% | -60.8% | -46.4% |
| 3M | -21.8% | +113.9% | -135.7% | -23.7% |
| 6M | -27.2% | -73.4% | +46.1% | -26.5% |
| YTD | +226.2% | -69.1% | +295.3% | +227.7% |
| 1Y | +297.0% | +47.2% | +249.8% | +273.1% |
| All | +297.0% | +47.4% | +249.6% | +273.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling