+364.9%
MXL vs CLX
-25.9%
+390.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.1% | +8.7% | +6.8% |
| 7D | +18.9% | -5.7% | +24.6% | +14.9% |
| 30D | +0.3% | -17.0% | +17.3% | -10.3% |
| 3M | -8.0% | -9.7% | +1.6% | -10.7% |
| 6M | +341.2% | -19.8% | +361.1% | +330.0% |
| YTD | +327.8% | -9.8% | +337.7% | +347.9% |
| 1Y | +364.9% | -26.2% | +391.1% | +324.9% |
| All | +364.9% | -25.9% | +390.8% | +324.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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