+34.8%
MXL vs CFG
+99.7%
-64.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.9% | +8.4% | +8.1% |
| 7D | +19.0% | -0.6% | +19.6% | +19.3% |
| 30D | +4.5% | -4.5% | +9.0% | +8.0% |
| 3M | -1.5% | +6.3% | -7.8% | -6.0% |
| 6M | +348.6% | +20.6% | +328.0% | +287.8% |
| YTD | +310.3% | +21.2% | +289.0% | +253.2% |
| 1Y | +344.7% | +38.2% | +306.5% | +249.4% |
| 3Y | +211.2% | +185.9% | +25.3% | +53.1% |
| 5Y | +34.8% | +97.0% | -62.1% | -13.8% |
| All | +34.8% | +99.7% | -64.8% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling