+187.9%
MXL vs CMS
+670.3%
-482.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.1% | -3.8% |
| 7D | -15.9% | +0.5% | -16.3% | -16.0% |
| 30D | -44.0% | +7.4% | -51.4% | -45.5% |
| 3M | -21.3% | +1.9% | -23.2% | -22.1% |
| 6M | -46.1% | -2.3% | -43.7% | -46.4% |
| YTD | +208.8% | +3.0% | +205.9% | +199.4% |
| 1Y | +255.5% | -2.8% | +258.3% | +251.4% |
| 3Y | +223.3% | +37.9% | +185.4% | +169.1% |
| 5Y | -18.1% | +34.0% | -52.0% | -32.6% |
| 10Y | +159.9% | +138.1% | +21.8% | +51.3% |
| All | +187.9% | +670.3% | -482.5% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling