+159.9%
MXL vs CF
+494.2%
-334.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -4.5% |
| 7D | -15.9% | +4.8% | -20.6% | -17.4% |
| 30D | -44.0% | +9.7% | -53.7% | -46.1% |
| 3M | -21.3% | +1.2% | -22.6% | -22.8% |
| 6M | -46.1% | +7.4% | -53.4% | -48.6% |
| YTD | +208.8% | +60.5% | +148.3% | +141.9% |
| 1Y | +255.5% | +50.7% | +204.8% | +184.5% |
| 3Y | +223.3% | +64.8% | +158.5% | +140.3% |
| 5Y | -18.1% | +115.8% | -133.9% | -50.3% |
| 10Y | +159.9% | +481.0% | -321.1% | +7.5% |
| All | +159.9% | +494.2% | -334.2% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling