+206.1%
MXL vs CHD
+0.5%
+205.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -4.0% |
| 7D | +16.6% | -4.7% | +21.4% | +12.7% |
| 30D | +0.5% | -8.3% | +8.8% | -5.3% |
| 3M | -3.6% | -4.0% | +0.4% | -3.8% |
| 6M | +328.0% | -6.5% | +334.5% | +326.7% |
| YTD | +297.8% | +13.1% | +284.7% | +332.7% |
| 1Y | +339.4% | +2.3% | +337.1% | +359.6% |
| All | +206.1% | +0.5% | +205.7% | +233.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling