+1,020.1%
MXL vs CG
+282.0%
+738.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -6.0% |
| 7D | +13.4% | +0.2% | +13.2% | +13.4% |
| 30D | -29.2% | +11.2% | -40.4% | -33.8% |
| 3M | -27.2% | -22.1% | -5.1% | -16.9% |
| 6M | -36.4% | -17.9% | -18.5% | -30.6% |
| YTD | +220.0% | -31.3% | +251.3% | +282.9% |
| 1Y | +304.8% | -24.0% | +328.8% | +356.1% |
| 3Y | +238.5% | +45.0% | +193.5% | +163.3% |
| 5Y | -18.8% | -22.6% | +3.9% | -13.1% |
| 10Y | +163.1% | +282.1% | -119.0% | +42.8% |
| All | +1,020.1% | +282.0% | +738.1% | +501.1% |
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