+1.4%
CRM vs MXL
+366.1%
-364.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.5% | -5.6% | +2.2% |
| 7D | -4.4% | +18.9% | -23.3% | -3.9% |
| 30D | +28.1% | +0.3% | +27.8% | +28.4% |
| 3M | +48.8% | -8.0% | +56.9% | +48.2% |
| 6M | +28.3% | +341.2% | -313.0% | +14.3% |
| YTD | -6.0% | +327.8% | -333.8% | -16.8% |
| 1Y | +1.4% | +364.9% | -363.5% | -12.2% |
| All | +1.4% | +366.1% | -364.6% | -12.2% |
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