+116.0%
MXL vs CRBG
+117.3%
-1.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.4% | +6.1% | +6.8% |
| 7D | +18.9% | +0.6% | +18.3% | +18.4% |
| 30D | +0.3% | +2.6% | -2.3% | -1.2% |
| 3M | -8.0% | +24.0% | -32.0% | -20.0% |
| 6M | +341.2% | +50.5% | +290.7% | +233.7% |
| YTD | +327.8% | +17.1% | +310.7% | +278.7% |
| 1Y | +364.9% | +5.9% | +359.0% | +337.1% |
| 3Y | +229.2% | +122.7% | +106.5% | +113.5% |
| All | +116.0% | +117.3% | -1.3% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling