-56.6%
CRWV vs MXL
+222.1%
-278.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +11.0% | -4.7% | +3.7% |
| 7D | -15.4% | -27.1% | +11.7% | -9.3% |
| 30D | -47.5% | -54.2% | +6.7% | -38.2% |
| 3M | -45.6% | -29.9% | -15.7% | -40.9% |
| 6M | -66.4% | -39.5% | -26.9% | -62.9% |
| YTD | -35.2% | +182.2% | -217.4% | -63.9% |
| 1Y | -56.6% | +231.8% | -288.5% | -79.3% |
| All | -56.6% | +222.1% | -278.7% | -79.3% |
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