+304.8%
MXL vs CDW
+19.9%
+284.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.3% |
| 7D | +13.4% | +9.3% | +4.1% | +12.7% |
| 30D | -29.2% | +14.4% | -43.6% | -29.3% |
| 3M | -27.2% | +21.4% | -48.6% | -27.8% |
| 6M | -36.4% | +72.8% | -109.2% | -40.8% |
| YTD | +220.0% | +28.0% | +192.0% | +234.3% |
| 1Y | +304.8% | +19.3% | +285.4% | +369.1% |
| All | +304.8% | +19.9% | +284.8% | +369.1% |
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