-7.1%
CMG vs MXL
+222.8%
-229.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.3% | -0.2% |
| 7D | -2.1% | +18.9% | -20.9% | -2.9% |
| 30D | +10.9% | +0.3% | +10.6% | +10.7% |
| 3M | +15.8% | -8.0% | +23.9% | +14.8% |
| 6M | +6.9% | +341.2% | -334.3% | -8.4% |
| YTD | -2.2% | +327.8% | -330.0% | -16.3% |
| 1Y | -7.1% | +364.9% | -372.0% | -21.5% |
| 3Y | -7.1% | +229.2% | -236.4% | -26.1% |
| All | -7.1% | +222.8% | -229.9% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling