+215.7%
MXL vs CNH
+9.4%
+206.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.2% | +5.3% | +6.6% |
| 7D | +19.0% | +1.8% | +17.2% | +17.8% |
| 30D | +4.5% | +32.6% | -28.1% | -8.9% |
| 3M | -1.5% | +29.4% | -30.9% | -13.5% |
| 6M | +348.6% | +26.0% | +322.6% | +295.5% |
| YTD | +310.3% | +52.2% | +258.1% | +228.7% |
| 1Y | +344.7% | +23.9% | +320.8% | +295.1% |
| All | +215.7% | +9.4% | +206.3% | +179.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling