+286.5%
MXL vs CMS
+116.0%
+170.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.9% | +8.4% | +7.7% |
| 7D | +19.0% | +0.2% | +18.8% | +18.9% |
| 30D | +4.5% | -1.3% | +5.8% | +4.7% |
| 3M | -1.5% | -5.4% | +3.9% | -1.2% |
| 6M | +348.6% | -10.3% | +359.0% | +353.9% |
| YTD | +310.3% | -0.2% | +310.5% | +304.7% |
| 1Y | +344.7% | -0.9% | +345.6% | +338.2% |
| 3Y | +211.2% | +34.0% | +177.2% | +173.1% |
| 5Y | +34.8% | +23.6% | +11.3% | +19.7% |
| 10Y | +286.5% | +122.2% | +164.3% | +216.4% |
| All | +286.5% | +116.0% | +170.6% | +216.4% |
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