+339.4%
MXL vs CPB
-33.6%
+373.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -6.0% |
| 7D | +16.6% | -5.4% | +22.0% | +12.2% |
| 30D | +0.5% | -7.8% | +8.3% | -4.5% |
| 3M | -3.6% | -6.9% | +3.3% | -3.8% |
| 6M | +328.0% | -12.2% | +340.2% | +330.8% |
| YTD | +297.8% | -21.1% | +318.9% | +296.7% |
| 1Y | +339.4% | -33.5% | +372.9% | +331.6% |
| All | +339.4% | -33.6% | +373.0% | +331.6% |
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