+623.2%
MXL vs CNH
+42.8%
+580.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.9% | +9.5% | +10.4% |
| 7D | +5.5% | +6.7% | -1.2% | +3.0% |
| 30D | -32.6% | +7.2% | -39.8% | -34.8% |
| 3M | -13.1% | +17.5% | -30.6% | -21.1% |
| 6M | -41.4% | +15.0% | -56.3% | -46.6% |
| YTD | +243.9% | +36.8% | +207.2% | +182.7% |
| 1Y | +305.1% | +27.6% | +277.4% | +244.8% |
| 3Y | +260.1% | +34.3% | +225.7% | +188.2% |
| 5Y | -12.1% | -12.2% | +0.2% | -12.9% |
| 10Y | +182.8% | +113.9% | +68.9% | +80.8% |
| All | +623.2% | +42.8% | +580.3% | +355.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling