+282.4%
MXL vs CAG
+34.3%
+248.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.5% | +7.7% |
| 7D | +19.0% | -6.6% | +25.6% | +20.4% |
| 30D | +4.5% | +2.3% | +2.2% | +3.9% |
| 3M | -1.5% | +16.3% | -17.8% | -5.7% |
| 6M | +348.6% | -16.0% | +364.7% | +362.6% |
| YTD | +310.3% | -7.7% | +318.0% | +310.4% |
| 1Y | +344.7% | -16.0% | +360.8% | +354.9% |
| 3Y | +211.2% | -37.7% | +248.9% | +236.3% |
| 5Y | +34.8% | -41.2% | +76.1% | +44.7% |
| 10Y | +286.5% | -33.8% | +320.3% | +255.3% |
| All | +282.4% | +34.3% | +248.1% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling