-11.2%
CRM vs MXL
+206.6%
-217.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -22.1% | +20.0% | -3.0% |
| 7D | -3.7% | -38.1% | +34.4% | -5.6% |
| 30D | -1.1% | -59.5% | +58.3% | -4.7% |
| 3M | +15.5% | -34.3% | +49.8% | +14.1% |
| 6M | +19.5% | -45.8% | +65.2% | +16.6% |
| YTD | -15.5% | +154.2% | -169.7% | -24.8% |
| 1Y | -11.2% | +192.1% | -203.3% | -24.9% |
| All | -11.2% | +206.6% | -217.9% | -24.9% |
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 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