+303.5%
MXL vs CPB
-32.6%
+336.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.4% | +8.9% | +3.1% |
| 7D | +1.6% | -8.6% | +10.2% | -4.4% |
| 30D | -7.0% | -7.2% | +0.2% | -11.4% |
| 3M | -33.4% | +0.9% | -34.3% | -31.0% |
| 6M | +260.2% | -11.8% | +272.0% | +267.5% |
| YTD | +260.0% | -19.4% | +279.4% | +265.0% |
| 1Y | +303.5% | -30.4% | +333.9% | +304.9% |
| All | +303.5% | -32.6% | +336.1% | +304.9% |
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