+199.0%
MXL vs CPB
+12.7%
+186.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -1.2% | +14.9% | +13.7% |
| 7D | -8.8% | +3.3% | -12.1% | -8.7% |
| 30D | -41.9% | +19.0% | -60.9% | -41.7% |
| 3M | -25.4% | +0.4% | -25.9% | -25.0% |
| 6M | -44.0% | +13.0% | -57.0% | -44.3% |
| YTD | +220.8% | -12.7% | +233.5% | +226.9% |
| 1Y | +278.8% | -20.9% | +299.7% | +289.9% |
| 3Y | +249.4% | -35.4% | +284.8% | +259.7% |
| 5Y | -17.3% | -32.3% | +14.9% | -18.3% |
| 10Y | +156.7% | -40.5% | +197.2% | +159.7% |
| All | +199.0% | +12.7% | +186.3% | +58.0% |
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 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