+34.8%
MXL vs CAPR
+76.3%
-41.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.6% | +12.2% | +7.7% |
| 7D | +19.0% | -12.6% | +31.6% | +19.5% |
| 30D | +4.5% | +124.4% | -119.9% | +1.0% |
| 3M | -1.5% | -66.8% | +65.3% | 0.0% |
| 6M | +348.6% | -71.8% | +420.4% | +357.0% |
| YTD | +310.3% | -70.1% | +380.3% | +316.4% |
| 1Y | +344.7% | +33.3% | +311.4% | +298.7% |
| 3Y | +211.2% | +36.7% | +174.5% | +129.4% |
| 5Y | +34.8% | +72.5% | -37.6% | -18.0% |
| All | +34.8% | +76.3% | -41.5% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling