+122.5%
CRWV vs MXL
+536.8%
-414.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.7% | -1.9% |
| 7D | -0.4% | +18.9% | -19.3% | -4.4% |
| 30D | -17.4% | +0.3% | -17.7% | -17.7% |
| 3M | -7.1% | -8.0% | +1.0% | -6.5% |
| 6M | +8.6% | +341.2% | -332.7% | -44.8% |
| YTD | +24.3% | +327.8% | -303.6% | -36.2% |
| 1Y | -21.0% | +364.9% | -385.9% | -62.1% |
| All | +122.5% | +536.8% | -414.3% | -28.1% |
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