+206.1%
MXL vs CLX
-35.7%
+241.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -3.3% |
| 7D | +16.6% | -5.9% | +22.5% | +14.5% |
| 30D | +0.5% | -17.0% | +17.5% | -5.2% |
| 3M | -3.6% | -9.6% | +6.0% | -5.0% |
| 6M | +328.0% | -21.5% | +349.5% | +321.7% |
| YTD | +297.8% | -8.8% | +306.6% | +299.0% |
| 1Y | +339.4% | -24.7% | +364.1% | +334.8% |
| All | +206.1% | -35.7% | +241.9% | +206.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling