+303.5%
MXL vs CHD
+7.1%
+296.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.5% |
| 7D | +1.6% | -2.7% | +4.3% | -1.6% |
| 30D | -7.0% | -4.6% | -2.4% | -11.6% |
| 3M | -33.4% | +5.0% | -38.4% | -27.6% |
| 6M | +260.2% | -3.2% | +263.4% | +277.2% |
| YTD | +260.0% | +18.6% | +241.3% | +318.3% |
| 1Y | +303.5% | +4.8% | +298.6% | +334.8% |
| All | +303.5% | +7.1% | +296.4% | +334.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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