-10.7%
CMG vs MXL
+316.6%
-327.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.2% | -1.8% |
| 7D | -2.8% | +1.6% | -4.4% | -2.9% |
| 30D | +7.1% | -7.0% | +14.1% | +7.2% |
| 3M | +31.2% | -33.4% | +64.6% | +31.2% |
| 6M | +0.7% | +260.2% | -259.5% | -13.1% |
| YTD | -0.1% | +260.0% | -260.1% | -14.3% |
| 1Y | -10.7% | +303.5% | -314.2% | -26.5% |
| All | -10.7% | +316.6% | -327.3% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling