+162.1%
MXL vs CF
+73.9%
+88.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.2% | +8.8% | +5.5% |
| 7D | +1.6% | +6.0% | -4.4% | +1.7% |
| 30D | -7.0% | +14.8% | -21.8% | -7.0% |
| 3M | -33.4% | +14.1% | -47.5% | -33.4% |
| 6M | +260.2% | +28.5% | +231.6% | +242.1% |
| YTD | +260.0% | +74.9% | +185.0% | +216.9% |
| 1Y | +303.5% | +61.7% | +241.8% | +260.8% |
| All | +162.1% | +73.9% | +88.1% | +127.7% |
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 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