+198.3%
MXL vs CAPR
-98.3%
+296.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.9% | +1.5% | -5.1% |
| 7D | +13.4% | +5.9% | +7.5% | +13.2% |
| 30D | -29.2% | +44.6% | -73.8% | -30.3% |
| 3M | -27.2% | +126.4% | -153.6% | -29.9% |
| 6M | -36.4% | -68.6% | +32.2% | -35.5% |
| YTD | +220.0% | -67.0% | +287.0% | +223.1% |
| 1Y | +304.8% | +65.2% | +239.6% | +258.9% |
| 3Y | +238.5% | +235.6% | +2.9% | +177.5% |
| 5Y | -18.8% | +175.4% | -194.2% | -34.1% |
| 10Y | +163.1% | -65.0% | +228.1% | +98.6% |
| All | +198.3% | -98.3% | +296.5% | +127.9% |
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