+235.5%
MXL vs CAPR
-98.3%
+333.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.5% |
| 7D | +1.6% | -2.0% | +3.6% | +1.7% |
| 30D | -7.0% | +139.2% | -146.2% | -10.3% |
| 3M | -33.4% | -66.4% | +33.0% | -32.3% |
| 6M | +260.2% | -63.1% | +323.3% | +264.0% |
| YTD | +260.0% | -67.4% | +327.4% | +264.8% |
| 1Y | +303.5% | +58.2% | +245.2% | +258.2% |
| 3Y | +160.4% | +42.2% | +118.2% | +120.5% |
| 5Y | +14.7% | +87.3% | -72.6% | -5.5% |
| 10Y | +215.6% | -75.3% | +290.9% | +140.1% |
| All | +235.5% | -98.3% | +333.8% | +157.2% |
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