+274.2%
MXL vs CPB
-45.5%
+319.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -3.6% |
| 7D | +16.6% | -5.4% | +22.0% | +15.8% |
| 30D | +0.5% | -7.8% | +8.3% | -0.5% |
| 3M | -3.6% | -6.9% | +3.3% | -3.7% |
| 6M | +328.0% | -12.2% | +340.2% | +328.0% |
| YTD | +297.8% | -21.1% | +318.9% | +296.5% |
| 1Y | +339.4% | -33.5% | +372.9% | +335.8% |
| 3Y | +201.7% | -43.2% | +244.9% | +195.8% |
| 5Y | +32.8% | -40.9% | +73.6% | +28.2% |
| All | +274.2% | -45.5% | +319.7% | +262.0% |
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