+319.3%
MXL vs CF
+60.9%
+258.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.7% | +5.3% | +6.2% |
| 7D | +15.5% | -0.9% | +16.4% | +15.2% |
| 30D | -11.3% | +18.1% | -29.4% | -6.3% |
| 3M | -16.1% | +23.4% | -39.5% | -9.9% |
| 6M | +323.0% | +17.1% | +305.9% | +334.4% |
| YTD | +281.5% | +76.2% | +205.3% | +288.5% |
| 1Y | +319.3% | +62.3% | +257.0% | +337.7% |
| All | +319.3% | +60.9% | +258.3% | +337.7% |
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