+193.6%
MXL vs CAPR
+43.6%
+150.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.6% | +9.6% | +6.1% |
| 7D | +15.5% | -9.5% | +25.0% | +15.8% |
| 30D | -11.3% | +121.5% | -132.8% | -13.6% |
| 3M | -16.1% | -65.4% | +49.3% | -15.3% |
| 6M | +323.0% | -67.5% | +390.6% | +327.2% |
| YTD | +281.5% | -68.6% | +350.1% | +285.1% |
| 1Y | +319.3% | +42.7% | +276.6% | +288.4% |
| All | +193.6% | +43.6% | +150.0% | +128.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling