+817.2%
MXL vs CFG
+390.8%
+426.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.1% | +7.1% | +6.6% |
| 7D | +15.5% | +2.7% | +12.8% | +13.7% |
| 30D | -11.3% | -3.7% | -7.6% | -9.2% |
| 3M | -16.1% | +9.5% | -25.6% | -20.7% |
| 6M | +323.0% | +22.2% | +300.8% | +272.6% |
| YTD | +281.5% | +22.3% | +259.2% | +236.0% |
| 1Y | +319.3% | +39.4% | +279.8% | +242.9% |
| 3Y | +189.4% | +188.5% | +0.9% | +59.1% |
| 5Y | +26.0% | +101.5% | -75.5% | -17.7% |
| 10Y | +243.5% | +308.6% | -65.1% | +33.9% |
| All | +817.2% | +390.8% | +426.4% | +222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling