+215.7%
MXL vs CP
+19.7%
+196.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.2% | +8.7% | +8.3% |
| 7D | +19.0% | +0.6% | +18.4% | +18.4% |
| 30D | +4.5% | -0.5% | +5.0% | +4.8% |
| 3M | -1.5% | +0.1% | -1.6% | -2.8% |
| 6M | +348.6% | +7.8% | +340.8% | +314.7% |
| YTD | +310.3% | +22.9% | +287.4% | +242.3% |
| 1Y | +344.7% | +21.3% | +323.4% | +274.7% |
| All | +215.7% | +19.7% | +196.0% | +155.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling