+34.8%
MXL vs CPB
-38.1%
+72.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +7.0% | +7.8% |
| 7D | +19.0% | -8.0% | +27.0% | +14.9% |
| 30D | +4.5% | -2.4% | +6.9% | +3.8% |
| 3M | -1.5% | +0.5% | -2.1% | +1.0% |
| 6M | +348.6% | -10.5% | +359.1% | +349.9% |
| YTD | +310.3% | -17.5% | +327.8% | +304.0% |
| 1Y | +344.7% | -31.0% | +375.7% | +318.2% |
| 3Y | +211.2% | -40.6% | +251.8% | +180.9% |
| 5Y | +34.8% | -37.7% | +72.6% | +26.8% |
| All | +34.8% | -38.1% | +72.9% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling