+235.5%
MXL vs CP
+917.2%
-681.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.3% |
| 7D | +1.6% | -2.7% | +4.3% | +3.4% |
| 30D | -7.0% | +0.2% | -7.2% | -7.0% |
| 3M | -33.4% | +2.6% | -36.0% | -35.2% |
| 6M | +260.2% | +6.0% | +254.2% | +241.9% |
| YTD | +260.0% | +24.9% | +235.0% | +206.8% |
| 1Y | +303.5% | +20.1% | +283.4% | +252.8% |
| 3Y | +160.4% | +16.4% | +144.0% | +130.9% |
| 5Y | +14.7% | +31.7% | -17.0% | -5.9% |
| 10Y | +215.6% | +223.9% | -8.3% | +62.0% |
| All | +235.5% | +917.2% | -681.7% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling