+339.4%
MXL vs CDW
-13.4%
+352.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | +16.6% | -7.4% | +24.0% | +18.1% |
| 30D | +0.5% | +5.8% | -5.4% | -1.1% |
| 3M | -3.6% | +10.8% | -14.4% | -6.0% |
| 6M | +328.0% | +21.5% | +306.5% | +292.4% |
| YTD | +297.8% | +6.4% | +291.5% | +296.5% |
| 1Y | +339.4% | -14.8% | +354.2% | +389.1% |
| All | +339.4% | -13.4% | +352.8% | +389.1% |
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