+220.6%
MXL vs CAPR
-97.9%
+318.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +26.5% | -15.1% | +10.4% |
| 7D | +5.5% | +25.8% | -20.3% | +4.6% |
| 30D | -32.6% | +50.2% | -82.8% | -33.7% |
| 3M | -13.1% | +185.5% | -198.6% | -17.0% |
| 6M | -41.4% | -64.8% | +23.4% | -40.7% |
| YTD | +243.9% | -61.1% | +305.1% | +245.2% |
| 1Y | +305.1% | +81.0% | +224.1% | +258.0% |
| 3Y | +260.1% | +300.7% | -40.7% | +193.3% |
| 5Y | -12.1% | +223.3% | -235.4% | -29.1% |
| 10Y | +182.8% | -58.8% | +241.5% | +112.1% |
| All | +220.6% | -97.9% | +318.5% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling