+193.6%
MXL vs CPB
-41.0%
+234.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.8% | +4.2% | +6.9% |
| 7D | +15.5% | -8.2% | +23.7% | +10.4% |
| 30D | -11.3% | -5.6% | -5.7% | -13.7% |
| 3M | -16.1% | +3.0% | -19.1% | -12.7% |
| 6M | +323.0% | -12.7% | +335.7% | +321.1% |
| YTD | +281.5% | -18.0% | +299.5% | +274.0% |
| 1Y | +319.3% | -31.7% | +351.0% | +287.0% |
| All | +193.6% | -41.0% | +234.5% | +162.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling