+1,479.8%
CMG vs MXL
+286.3%
+1,193.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.7% |
| 7D | -3.8% | +16.6% | -20.5% | -5.8% |
| 30D | +12.9% | +0.5% | +12.4% | +12.2% |
| 3M | +18.8% | -3.6% | +22.4% | +15.5% |
| 6M | +4.1% | +328.0% | -324.0% | -23.7% |
| YTD | -2.4% | +297.8% | -300.2% | -27.9% |
| 1Y | -6.7% | +339.4% | -346.1% | -32.8% |
| 3Y | -7.1% | +201.7% | -208.9% | -35.5% |
| 5Y | -5.0% | +32.8% | -37.7% | -26.5% |
| 10Y | +323.5% | +274.8% | +48.7% | +155.5% |
| All | +1,479.8% | +286.3% | +1,193.5% | +718.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling