+163.7%
MXL vs CMS
+140.2%
+23.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.6% |
| 7D | +13.4% | +1.7% | +11.7% | +13.2% |
| 30D | -29.2% | +6.2% | -35.4% | -30.0% |
| 3M | -27.2% | +0.6% | -27.9% | -27.4% |
| 6M | -36.4% | -1.8% | -34.7% | -36.7% |
| YTD | +220.0% | +3.8% | +216.2% | +213.2% |
| 1Y | +304.8% | -1.8% | +306.6% | +300.9% |
| 3Y | +238.5% | +39.8% | +198.6% | +194.9% |
| 5Y | -18.8% | +37.1% | -55.9% | -30.2% |
| All | +163.7% | +140.2% | +23.5% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling