+297.0%
MXL vs CFG
+34.2%
+262.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.4% | -13.5% | -11.8% |
| 7D | -24.3% | +1.8% | -26.1% | -24.7% |
| 30D | -46.1% | +3.3% | -49.4% | -46.7% |
| 3M | -21.8% | -9.8% | -12.0% | -18.8% |
| 6M | -27.2% | +5.2% | -32.4% | -28.5% |
| YTD | +226.2% | +16.1% | +210.1% | +178.8% |
| 1Y | +297.0% | +33.7% | +263.3% | +166.8% |
| All | +297.0% | +34.2% | +262.8% | +166.8% |
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