+187.9%
MXL vs CP
+943.8%
-755.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.5% | -3.6% |
| 7D | -15.9% | +2.8% | -18.7% | -17.4% |
| 30D | -44.0% | +11.0% | -55.1% | -48.0% |
| 3M | -21.3% | +3.8% | -25.2% | -23.9% |
| 6M | -46.1% | +9.5% | -55.6% | -50.3% |
| YTD | +208.8% | +28.2% | +180.6% | +156.5% |
| 1Y | +255.5% | +33.0% | +222.6% | +188.9% |
| 3Y | +223.3% | +35.5% | +187.8% | +158.5% |
| 5Y | -18.1% | +25.8% | -43.9% | -31.7% |
| 10Y | +159.9% | +250.7% | -90.8% | +27.0% |
| All | +187.9% | +943.8% | -755.9% | -37.5% |
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