+192.1%
MXL vs CPB
-17.5%
+209.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.1% | +0.7% | -22.8% | -21.3% |
| 7D | -38.1% | +11.6% | -49.7% | -30.4% |
| 30D | -59.5% | +23.3% | -82.8% | -49.1% |
| 3M | -34.3% | +1.6% | -36.0% | -28.6% |
| 6M | -45.8% | +13.9% | -59.7% | -34.1% |
| YTD | +154.2% | -11.7% | +165.9% | +196.3% |
| 1Y | +192.1% | -18.2% | +210.3% | +234.3% |
| All | +192.1% | -17.5% | +209.6% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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