+364.9%
MXL vs CFG
+40.1%
+324.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.2% | +6.3% | +7.0% |
| 7D | +18.9% | -0.4% | +19.3% | +19.0% |
| 30D | +0.3% | -4.6% | +5.0% | +2.5% |
| 3M | -8.0% | +6.7% | -14.7% | -10.3% |
| 6M | +341.2% | +22.1% | +319.1% | +282.9% |
| YTD | +327.8% | +23.2% | +304.6% | +267.2% |
| 1Y | +364.9% | +40.3% | +324.6% | +253.8% |
| All | +364.9% | +40.1% | +324.8% | +253.8% |
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