+303.5%
MXL vs CFG
+40.4%
+263.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.6% |
| 7D | +1.6% | +1.5% | +0.1% | +1.0% |
| 30D | -7.0% | -3.8% | -3.2% | -5.2% |
| 3M | -33.4% | +11.5% | -44.9% | -36.3% |
| 6M | +260.2% | +19.2% | +241.0% | +220.2% |
| YTD | +260.0% | +23.7% | +236.2% | +209.1% |
| 1Y | +303.5% | +38.8% | +264.6% | +210.1% |
| All | +303.5% | +40.4% | +263.1% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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