+195.9%
MXL vs CF
+57.7%
+138.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.7% | +10.3% | +11.1% |
| 7D | -27.1% | -3.2% | -23.9% | -27.0% |
| 30D | -54.2% | +4.3% | -58.5% | -53.9% |
| 3M | -29.9% | +2.8% | -32.7% | -29.5% |
| 6M | -39.5% | +0.6% | -40.1% | -39.1% |
| YTD | +182.2% | +56.6% | +125.5% | +152.4% |
| 1Y | +231.8% | +49.6% | +182.2% | +199.8% |
| 3Y | +195.9% | +61.5% | +134.4% | +159.1% |
| All | +195.9% | +57.7% | +138.2% | +159.1% |
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 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