+304.8%
MXL vs CP
+31.6%
+273.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.4% |
| 7D | +13.4% | +2.1% | +11.3% | +13.3% |
| 30D | -29.2% | +9.3% | -38.6% | -29.8% |
| 3M | -27.2% | +0.5% | -27.7% | -26.4% |
| 6M | -36.4% | +10.4% | -46.8% | -38.2% |
| YTD | +220.0% | +28.7% | +191.3% | +180.3% |
| 1Y | +304.8% | +33.2% | +271.6% | +239.2% |
| All | +304.8% | +31.6% | +273.2% | +239.2% |
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 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