+303.5%
MXL vs CG
-24.3%
+327.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.2% | +6.2% |
| 7D | +1.6% | -4.3% | +6.0% | +3.4% |
| 30D | -7.0% | -5.1% | -1.9% | -5.6% |
| 3M | -33.4% | +8.7% | -42.1% | -36.9% |
| 6M | +260.2% | -9.2% | +269.4% | +272.3% |
| YTD | +260.0% | -18.9% | +278.8% | +295.5% |
| 1Y | +303.5% | -25.6% | +329.1% | +345.5% |
| All | +303.5% | -24.3% | +327.8% | +345.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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