-12.1%
MXL vs CDW
-1.8%
-10.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.2% | +9.2% | +9.9% |
| 7D | +5.5% | +2.6% | +2.9% | +4.8% |
| 30D | -32.6% | +20.4% | -53.0% | -41.3% |
| 3M | -13.1% | +28.5% | -41.6% | -29.4% |
| 6M | -41.4% | +70.6% | -112.0% | -64.8% |
| YTD | +243.9% | +29.1% | +214.9% | +149.8% |
| 1Y | +305.1% | +23.8% | +281.3% | +207.9% |
| 3Y | +260.1% | -14.5% | +274.5% | +293.8% |
| 5Y | -12.1% | -1.6% | -10.5% | -19.4% |
| All | -12.1% | -1.8% | -10.3% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling