+302.4%
MXL vs CG
+314.7%
-12.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.7% | +9.2% | +8.7% |
| 7D | +18.9% | -9.9% | +28.7% | +26.8% |
| 30D | +0.3% | -11.7% | +12.0% | +7.7% |
| 3M | -8.0% | -4.3% | -3.8% | -7.4% |
| 6M | +341.2% | -8.8% | +350.0% | +352.7% |
| YTD | +327.8% | -26.9% | +354.7% | +405.2% |
| 1Y | +364.9% | -35.4% | +400.3% | +498.1% |
| 3Y | +229.2% | +43.0% | +186.2% | +142.4% |
| 5Y | +42.8% | +1.9% | +40.9% | +29.0% |
| All | +302.4% | +314.7% | -12.3% | +95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling