+302.4%
MXL vs CHD
+126.1%
+176.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.6% |
| 7D | +18.9% | -4.5% | +23.3% | +18.6% |
| 30D | +0.3% | -6.7% | +7.0% | +0.1% |
| 3M | -8.0% | -2.7% | -5.3% | -8.1% |
| 6M | +341.2% | -4.9% | +346.2% | +341.3% |
| YTD | +327.8% | +13.3% | +314.5% | +321.8% |
| 1Y | +364.9% | +1.0% | +363.9% | +362.8% |
| 3Y | +229.2% | +1.3% | +227.9% | +222.0% |
| 5Y | +42.8% | +20.8% | +21.9% | +30.2% |
| All | +302.4% | +126.1% | +176.3% | +198.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling