+25.4%
MXL vs CNH
+9.9%
+15.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -5.6% | +11.5% | +9.1% |
| 7D | +15.5% | +8.8% | +6.7% | +9.7% |
| 30D | -11.3% | +24.7% | -36.0% | -22.6% |
| 3M | -16.1% | +27.3% | -43.5% | -28.3% |
| 6M | +323.0% | +23.2% | +299.9% | +263.9% |
| YTD | +281.5% | +48.9% | +232.6% | +191.4% |
| 1Y | +319.3% | +19.4% | +299.9% | +266.3% |
| 3Y | +189.4% | +7.8% | +181.6% | +157.6% |
| All | +25.4% | +9.9% | +15.5% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling