+238.5%
MXL vs CF
+68.9%
+169.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +13.4% | +4.8% | +8.6% | +13.9% |
| 30D | -29.2% | +4.7% | -33.9% | -28.6% |
| 3M | -27.2% | +7.4% | -34.6% | -26.5% |
| 6M | -36.4% | +0.6% | -37.0% | -35.8% |
| YTD | +220.0% | +64.1% | +155.9% | +186.9% |
| 1Y | +304.8% | +51.4% | +253.4% | +269.5% |
| 3Y | +238.5% | +67.8% | +170.7% | +197.9% |
| All | +238.5% | +68.9% | +169.6% | +197.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling