+235.5%
MXL vs CPB
+4.1%
+231.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.4% | +8.9% | +5.6% |
| 7D | +1.6% | -8.6% | +10.2% | +1.8% |
| 30D | -7.0% | -7.2% | +0.2% | -6.9% |
| 3M | -33.4% | +0.9% | -34.3% | -33.8% |
| 6M | +260.2% | -11.8% | +272.0% | +262.3% |
| YTD | +260.0% | -19.4% | +279.4% | +265.2% |
| 1Y | +303.5% | -30.4% | +333.9% | +315.6% |
| 3Y | +160.4% | -40.2% | +200.6% | +166.2% |
| 5Y | +14.7% | -39.5% | +54.2% | +13.9% |
| 10Y | +215.6% | -47.4% | +263.0% | +226.2% |
| All | +235.5% | +4.1% | +231.5% | +76.5% |
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