+163.7%
MXL vs CP
+257.3%
-93.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.0% |
| 7D | +13.4% | +2.1% | +11.3% | +11.8% |
| 30D | -29.2% | +9.3% | -38.6% | -34.4% |
| 3M | -27.2% | +0.5% | -27.7% | -28.4% |
| 6M | -36.4% | +10.4% | -46.8% | -42.7% |
| YTD | +220.0% | +28.7% | +191.3% | +153.2% |
| 1Y | +304.8% | +33.2% | +271.6% | +212.0% |
| 3Y | +238.5% | +38.4% | +200.0% | +149.3% |
| 5Y | -18.8% | +26.2% | -45.0% | -36.6% |
| All | +163.7% | +257.3% | -93.6% | +17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling