-28.0%
MXL vs CF
+120.6%
-148.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.7% | +10.3% | +10.9% |
| 7D | -27.1% | -3.2% | -23.9% | -26.9% |
| 30D | -54.2% | +4.3% | -58.5% | -54.4% |
| 3M | -29.9% | +2.8% | -32.7% | -30.5% |
| 6M | -39.5% | +0.6% | -40.1% | -40.0% |
| YTD | +182.2% | +56.6% | +125.5% | +145.1% |
| 1Y | +231.8% | +49.6% | +182.2% | +191.2% |
| 3Y | +195.9% | +61.5% | +134.4% | +149.1% |
| All | -28.0% | +120.6% | -148.6% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling