+656.8%
MXL vs CNH
+64.7%
+592.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.0% | +1.5% | +3.4% |
| 7D | +1.6% | +23.3% | -21.7% | -9.1% |
| 30D | -7.0% | +33.5% | -40.5% | -20.5% |
| 3M | -33.4% | +32.7% | -66.1% | -43.3% |
| 6M | +260.2% | +22.2% | +238.0% | +216.9% |
| YTD | +260.0% | +57.7% | +202.3% | +175.9% |
| 1Y | +303.5% | +28.0% | +275.5% | +244.8% |
| 3Y | +160.4% | +11.5% | +148.9% | +130.4% |
| 5Y | +14.7% | +11.9% | +2.8% | +0.9% |
| 10Y | +215.6% | +162.8% | +52.8% | +84.6% |
| All | +656.8% | +64.7% | +592.1% | +343.9% |
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