+274.2%
MXL vs CNH
+157.1%
+117.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.2% | -1.4% |
| 7D | +16.6% | -2.5% | +19.1% | +18.1% |
| 30D | +0.5% | +27.0% | -26.5% | -13.6% |
| 3M | -3.6% | +32.6% | -36.2% | -19.8% |
| 6M | +328.0% | +23.6% | +304.4% | +265.9% |
| YTD | +297.8% | +47.8% | +250.0% | +204.7% |
| 1Y | +339.4% | +21.3% | +318.2% | +278.3% |
| 3Y | +201.7% | +7.0% | +194.8% | +166.9% |
| 5Y | +32.8% | +10.2% | +22.6% | +14.2% |
| All | +274.2% | +157.1% | +117.1% | +108.1% |
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