+1,223.6%
CRM vs MXL
+315.4%
+908.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.5% | -5.6% | +0.7% |
| 7D | -4.4% | +18.9% | -23.3% | -7.3% |
| 30D | +28.1% | +0.3% | +27.8% | +26.9% |
| 3M | +48.8% | -8.0% | +56.9% | +42.6% |
| 6M | +28.3% | +341.2% | -313.0% | -18.2% |
| YTD | -6.0% | +327.8% | -333.8% | -40.2% |
| 1Y | +1.4% | +364.9% | -363.5% | -37.4% |
| 3Y | +11.8% | +229.2% | -217.4% | -34.3% |
| 5Y | -2.0% | +42.8% | -44.8% | -32.6% |
| 10Y | +239.6% | +303.1% | -63.5% | +62.2% |
| All | +1,223.6% | +315.4% | +908.1% | +478.6% |
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