+263.8%
MXL vs CAPR
+299.3%
-35.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +26.5% | -15.1% | +10.6% |
| 7D | +5.5% | +25.8% | -20.3% | +4.8% |
| 30D | -32.6% | +50.2% | -82.8% | -33.5% |
| 3M | -13.1% | +185.5% | -198.6% | -16.1% |
| 6M | -41.4% | -64.8% | +23.4% | -41.1% |
| YTD | +243.9% | -61.1% | +305.1% | +244.2% |
| 1Y | +305.1% | +81.0% | +224.1% | +273.5% |
| All | +263.8% | +299.3% | -35.5% | +155.7% |
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 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