+243.5%
MXL vs CF
+589.1%
-345.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.7% | +5.3% | +5.8% |
| 7D | +15.5% | -0.9% | +16.4% | +15.8% |
| 30D | -11.3% | +18.1% | -29.4% | -16.3% |
| 3M | -16.1% | +23.4% | -39.5% | -22.5% |
| 6M | +323.0% | +17.1% | +305.9% | +284.1% |
| YTD | +281.5% | +76.2% | +205.3% | +194.4% |
| 1Y | +319.3% | +62.3% | +257.0% | +231.5% |
| 3Y | +189.4% | +71.8% | +117.6% | +116.2% |
| 5Y | +26.0% | +234.6% | -208.6% | -35.8% |
| 10Y | +243.5% | +574.3% | -330.8% | +33.1% |
| All | +243.5% | +589.1% | -345.6% | +33.1% |
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