+297.0%
MXL vs CG
-14.1%
+311.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +4.5% | -15.7% | -11.9% |
| 7D | -24.3% | +9.4% | -33.8% | -25.9% |
| 30D | -46.1% | +8.7% | -54.8% | -47.1% |
| 3M | -21.8% | -15.0% | -6.8% | -17.6% |
| 6M | -27.2% | -13.2% | -14.0% | -24.3% |
| YTD | +226.2% | -26.2% | +252.3% | +267.3% |
| 1Y | +297.0% | -14.1% | +311.1% | +272.0% |
| All | +297.0% | -14.1% | +311.1% | +272.0% |
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