+302.4%
MXL vs CAG
-36.2%
+338.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.7% | +8.2% | +7.5% |
| 7D | +18.9% | -5.7% | +24.5% | +18.9% |
| 30D | +0.3% | -2.4% | +2.7% | +0.3% |
| 3M | -8.0% | +9.8% | -17.8% | -8.6% |
| 6M | +341.2% | -10.8% | +352.1% | +346.8% |
| YTD | +327.8% | -10.8% | +338.6% | +331.5% |
| 1Y | +364.9% | -19.0% | +383.9% | +373.7% |
| 3Y | +229.2% | -39.7% | +268.9% | +243.5% |
| 5Y | +42.8% | -43.0% | +85.8% | +48.4% |
| All | +302.4% | -36.2% | +338.6% | +280.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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