+163.7%
MXL vs CDW
+312.7%
-148.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.9% |
| 7D | +13.4% | +9.3% | +4.1% | +6.7% |
| 30D | -29.2% | +14.4% | -43.6% | -36.7% |
| 3M | -27.2% | +21.4% | -48.6% | -39.2% |
| 6M | -36.4% | +72.8% | -109.2% | -62.4% |
| YTD | +220.0% | +28.0% | +192.0% | +130.7% |
| 1Y | +304.8% | +19.3% | +285.4% | +211.4% |
| 3Y | +238.5% | -15.3% | +253.8% | +254.1% |
| 5Y | -18.8% | -3.8% | -15.0% | -22.6% |
| All | +163.7% | +312.7% | -148.9% | +6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling