+238.5%
MXL vs CG
+46.4%
+192.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -6.1% |
| 7D | +13.4% | +0.2% | +13.2% | +13.4% |
| 30D | -29.2% | +11.2% | -40.4% | -34.2% |
| 3M | -27.2% | -22.1% | -5.1% | -15.2% |
| 6M | -36.4% | -17.9% | -18.5% | -29.8% |
| YTD | +220.0% | -31.3% | +251.3% | +296.7% |
| 1Y | +304.8% | -24.0% | +328.8% | +362.2% |
| 3Y | +238.5% | +45.0% | +193.5% | +160.8% |
| All | +238.5% | +46.4% | +192.1% | +160.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling