+322.0%
CMG vs MXL
+313.4%
+8.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.3% | -0.8% |
| 7D | -2.1% | +18.9% | -20.9% | -4.4% |
| 30D | +10.9% | +0.3% | +10.6% | +10.2% |
| 3M | +15.8% | -8.0% | +23.9% | +13.3% |
| 6M | +6.9% | +341.2% | -334.3% | -24.1% |
| YTD | -2.2% | +327.8% | -330.0% | -30.6% |
| 1Y | -7.1% | +364.9% | -372.0% | -35.7% |
| 3Y | -7.1% | +229.2% | -236.4% | -39.0% |
| 5Y | -4.8% | +42.8% | -47.6% | -28.0% |
| All | +322.0% | +313.4% | +8.7% | +131.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling