+364.9%
MXL vs CRBG
+7.7%
+357.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.4% | +6.1% | +7.4% |
| 7D | +18.9% | +0.6% | +18.3% | +18.7% |
| 30D | +0.3% | +2.6% | -2.3% | -0.1% |
| 3M | -8.0% | +24.0% | -32.0% | -12.3% |
| 6M | +341.2% | +50.5% | +290.7% | +285.4% |
| YTD | +327.8% | +17.1% | +310.7% | +324.1% |
| 1Y | +364.9% | +5.9% | +359.0% | +357.9% |
| All | +364.9% | +7.7% | +357.2% | +357.9% |
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