+303.5%
MXL vs CRBG
+3.6%
+299.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.6% |
| 7D | +1.6% | +5.7% | -4.1% | +0.8% |
| 30D | -7.0% | +2.6% | -9.6% | -7.4% |
| 3M | -33.4% | +31.6% | -65.0% | -37.6% |
| 6M | +260.2% | +32.8% | +227.3% | +233.6% |
| YTD | +260.0% | +16.5% | +243.5% | +257.0% |
| 1Y | +303.5% | +6.1% | +297.4% | +301.2% |
| All | +303.5% | +3.6% | +299.9% | +301.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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