+339.4%
MXL vs CAPR
+26.9%
+312.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -2.9% |
| 7D | +16.6% | -10.6% | +27.2% | +16.9% |
| 30D | +0.5% | +111.2% | -110.7% | -1.7% |
| 3M | -3.6% | -67.2% | +63.6% | -2.7% |
| 6M | +328.0% | -75.1% | +403.2% | +333.6% |
| YTD | +297.8% | -71.2% | +369.1% | +301.4% |
| 1Y | +339.4% | +31.1% | +308.3% | +325.7% |
| All | +339.4% | +26.9% | +312.5% | +325.7% |
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