+182.8%
MXL vs CMS
+137.8%
+45.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.2% | +11.6% | +11.4% |
| 7D | +5.5% | -1.1% | +6.6% | +5.6% |
| 30D | -32.6% | +6.6% | -39.2% | -33.4% |
| 3M | -13.1% | +0.8% | -14.0% | -13.4% |
| 6M | -41.4% | -3.3% | -38.1% | -41.5% |
| YTD | +243.9% | +2.7% | +241.2% | +237.0% |
| 1Y | +305.1% | -4.0% | +309.1% | +303.1% |
| 3Y | +260.1% | +37.6% | +222.5% | +214.7% |
| 5Y | -12.1% | +35.4% | -47.5% | -24.3% |
| 10Y | +182.8% | +136.0% | +46.8% | +133.4% |
| All | +182.8% | +137.8% | +45.0% | +133.4% |
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