+303.5%
MXL vs CDW
-5.0%
+308.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.7% |
| 7D | +1.6% | +3.2% | -1.5% | +1.0% |
| 30D | -7.0% | +9.3% | -16.3% | -8.8% |
| 3M | -33.4% | +9.8% | -43.2% | -34.2% |
| 6M | +260.2% | +23.3% | +236.8% | +237.2% |
| YTD | +260.0% | +13.7% | +246.3% | +254.9% |
| 1Y | +303.5% | -6.5% | +309.9% | +334.9% |
| All | +303.5% | -5.0% | +308.5% | +334.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling