+26.0%
MXL vs CMS
+26.5%
-0.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.5% | +5.5% | +6.1% |
| 7D | +15.5% | +1.2% | +14.3% | +15.7% |
| 30D | -11.3% | -3.2% | -8.2% | -11.8% |
| 3M | -16.1% | -2.2% | -13.9% | -16.7% |
| 6M | +323.0% | -9.4% | +332.5% | +318.6% |
| YTD | +281.5% | +0.7% | +280.8% | +277.4% |
| 1Y | +319.3% | +0.4% | +318.9% | +314.2% |
| 3Y | +189.4% | +35.2% | +154.2% | +169.6% |
| 5Y | +26.0% | +24.1% | +1.9% | +16.2% |
| All | +26.0% | +26.5% | -0.5% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling