+297.0%
MXL vs CF
+35.9%
+261.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -4.4% | -6.7% | -12.6% |
| 7D | -24.3% | -6.9% | -17.5% | -26.2% |
| 30D | -46.1% | -3.7% | -42.4% | -46.6% |
| 3M | -21.8% | -5.0% | -16.9% | -22.1% |
| 6M | -27.2% | -10.5% | -16.8% | -28.6% |
| YTD | +226.2% | +46.5% | +179.6% | +201.0% |
| 1Y | +297.0% | +34.8% | +262.2% | +286.7% |
| All | +297.0% | +35.9% | +261.1% | +286.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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