+163.7%
MXL vs CNH
+106.0%
+57.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.1% |
| 7D | +13.4% | +3.0% | +10.4% | +11.9% |
| 30D | -29.2% | -0.6% | -28.6% | -28.8% |
| 3M | -27.2% | +14.6% | -41.9% | -33.8% |
| 6M | -36.4% | +11.8% | -48.2% | -42.1% |
| YTD | +220.0% | +30.4% | +189.6% | +162.4% |
| 1Y | +304.8% | +19.1% | +285.7% | +250.1% |
| 3Y | +238.5% | +30.2% | +208.3% | +163.9% |
| 5Y | -18.8% | -17.8% | -1.0% | -17.3% |
| All | +163.7% | +106.0% | +57.7% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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