+238.9%
CRM vs MXL
+313.4%
-74.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.5% | -5.6% | +0.9% |
| 7D | -4.4% | +18.9% | -23.3% | -6.9% |
| 30D | +28.1% | +0.3% | +27.8% | +27.0% |
| 3M | +48.8% | -8.0% | +56.9% | +43.1% |
| 6M | +28.3% | +341.2% | -313.0% | -17.2% |
| YTD | -6.0% | +327.8% | -333.8% | -39.5% |
| 1Y | +1.4% | +364.9% | -363.5% | -36.7% |
| 3Y | +11.8% | +229.2% | -217.4% | -33.8% |
| 5Y | -2.0% | +42.8% | -44.8% | -30.7% |
| All | +238.9% | +313.4% | -74.5% | +43.5% |
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 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