+163.7%
MXL vs CFG
+216.2%
-52.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.7% |
| 7D | +13.4% | +3.2% | +10.2% | +11.6% |
| 30D | -29.2% | +5.1% | -34.4% | -31.1% |
| 3M | -27.2% | -11.2% | -16.0% | -22.0% |
| 6M | -36.4% | +9.6% | -46.0% | -40.1% |
| YTD | +220.0% | +15.0% | +205.1% | +190.9% |
| 1Y | +304.8% | +29.9% | +274.9% | +243.1% |
| 3Y | +238.5% | +192.1% | +46.4% | +83.3% |
| 5Y | -18.8% | +62.3% | -81.1% | -41.0% |
| All | +163.7% | +216.2% | -52.5% | +25.9% |
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