+198.3%
MXL vs CPB
+12.2%
+186.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.2% | -8.6% | -5.3% |
| 7D | +13.4% | -1.6% | +15.0% | +13.4% |
| 30D | -29.2% | +19.2% | -48.4% | -29.0% |
| 3M | -27.2% | -0.9% | -26.3% | -26.8% |
| 6M | -36.4% | +15.2% | -51.7% | -36.8% |
| YTD | +220.0% | -13.1% | +233.1% | +226.1% |
| 1Y | +304.8% | -22.4% | +327.2% | +317.5% |
| 3Y | +238.5% | -35.3% | +273.8% | +248.1% |
| 5Y | -18.8% | -33.0% | +14.2% | -19.5% |
| 10Y | +163.1% | -39.2% | +202.3% | +161.7% |
| All | +198.3% | +12.2% | +186.1% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling