+1,159.8%
MXL vs CG
+351.2%
+808.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.2% | +6.5% |
| 7D | +1.6% | -4.3% | +6.0% | +4.3% |
| 30D | -7.0% | -5.1% | -1.9% | -4.8% |
| 3M | -33.4% | +8.7% | -42.1% | -37.6% |
| 6M | +260.2% | -9.2% | +269.4% | +272.2% |
| YTD | +260.0% | -18.9% | +278.8% | +294.2% |
| 1Y | +303.5% | -25.6% | +329.1% | +365.0% |
| 3Y | +160.4% | +57.3% | +103.2% | +93.7% |
| 5Y | +14.7% | +10.2% | +4.5% | +2.5% |
| 10Y | +215.6% | +364.2% | -148.6% | +55.2% |
| All | +1,159.8% | +351.2% | +808.7% | +518.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling