+282.4%
MXL vs CHD
+597.2%
-314.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.4% | +8.9% | +7.7% |
| 7D | +19.0% | -4.2% | +23.1% | +19.7% |
| 30D | +4.5% | -7.6% | +12.1% | +5.6% |
| 3M | -1.5% | -1.6% | +0.1% | -2.1% |
| 6M | +348.6% | -6.3% | +354.9% | +349.1% |
| YTD | +310.3% | +14.6% | +295.7% | +290.7% |
| 1Y | +344.7% | +1.6% | +343.1% | +334.7% |
| 3Y | +211.2% | +3.1% | +208.0% | +194.2% |
| 5Y | +34.8% | +21.1% | +13.8% | +16.0% |
| 10Y | +286.5% | +128.6% | +157.9% | +127.4% |
| All | +282.4% | +597.2% | -314.8% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling