+297.0%
MXL vs CP
+35.2%
+261.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.5% | -14.6% | -11.2% |
| 7D | -24.3% | +5.6% | -29.9% | -24.6% |
| 30D | -46.1% | +10.0% | -56.1% | -46.7% |
| 3M | -21.8% | +4.4% | -26.2% | -21.5% |
| 6M | -27.2% | +14.1% | -41.3% | -30.8% |
| YTD | +226.2% | +29.1% | +197.1% | +182.6% |
| 1Y | +297.0% | +34.6% | +262.4% | +226.0% |
| All | +297.0% | +35.2% | +261.8% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling