+302.4%
MXL vs CFG
+316.8%
-14.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.2% | +6.3% | +6.8% |
| 7D | +18.9% | -0.4% | +19.3% | +19.1% |
| 30D | +0.3% | -4.6% | +5.0% | +3.3% |
| 3M | -8.0% | +6.7% | -14.7% | -11.8% |
| 6M | +341.2% | +22.1% | +319.1% | +288.2% |
| YTD | +327.8% | +23.2% | +304.6% | +274.6% |
| 1Y | +364.9% | +40.3% | +324.6% | +277.9% |
| 3Y | +229.2% | +187.9% | +41.4% | +79.8% |
| 5Y | +42.8% | +102.0% | -59.2% | -7.4% |
| All | +302.4% | +316.8% | -14.4% | +72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling