+282.4%
MXL vs CLX
+128.1%
+154.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.2% | +9.7% | +7.8% |
| 7D | +19.0% | -4.9% | +23.9% | +19.6% |
| 30D | +4.5% | -15.8% | +20.3% | +6.3% |
| 3M | -1.5% | -7.9% | +6.4% | -1.3% |
| 6M | +348.6% | -19.0% | +367.7% | +358.2% |
| YTD | +310.3% | -7.9% | +318.2% | +308.6% |
| 1Y | +344.7% | -25.4% | +370.1% | +360.0% |
| 3Y | +211.2% | -35.0% | +246.2% | +225.9% |
| 5Y | +34.8% | -36.8% | +71.6% | +39.3% |
| 10Y | +286.5% | -1.4% | +288.0% | +197.5% |
| All | +282.4% | +128.1% | +154.3% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling