+163.7%
MXL vs CPB
-38.9%
+202.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.2% | -8.6% | -4.7% |
| 7D | +13.4% | -1.6% | +15.0% | +13.2% |
| 30D | -29.2% | +19.2% | -48.4% | -26.3% |
| 3M | -27.2% | -0.9% | -26.3% | -26.0% |
| 6M | -36.4% | +15.2% | -51.7% | -33.9% |
| YTD | +220.0% | -13.1% | +233.1% | +228.5% |
| 1Y | +304.8% | -22.4% | +327.2% | +313.4% |
| 3Y | +238.5% | -35.3% | +273.8% | +240.2% |
| 5Y | -18.8% | -33.0% | +14.2% | -19.5% |
| All | +163.7% | -38.9% | +202.6% | +165.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling