+34.8%
MXL vs CDW
-23.8%
+58.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.5% | +9.0% | +8.6% |
| 7D | +19.0% | -4.2% | +23.2% | +22.0% |
| 30D | +4.5% | +4.9% | -0.4% | -0.4% |
| 3M | -1.5% | +7.3% | -8.8% | -10.8% |
| 6M | +348.6% | +19.2% | +329.4% | +245.3% |
| YTD | +310.3% | +6.2% | +304.1% | +247.5% |
| 1Y | +344.7% | -14.0% | +358.7% | +369.3% |
| 3Y | +211.2% | -30.0% | +241.2% | +299.1% |
| 5Y | +34.8% | -23.6% | +58.4% | +49.7% |
| All | +34.8% | -23.8% | +58.6% | +49.7% |
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