+87.6%
MXL vs CRBG
+118.1%
-30.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.4% | -13.5% | -13.3% |
| 7D | +3.3% | +1.0% | +2.3% | +2.7% |
| 30D | -23.6% | +1.0% | -24.6% | -24.2% |
| 3M | -23.3% | +22.1% | -45.4% | -32.7% |
| 6M | +283.6% | +51.0% | +232.6% | +189.5% |
| YTD | +271.7% | +17.6% | +254.1% | +228.2% |
| 1Y | +311.4% | +8.0% | +303.4% | +281.6% |
| 3Y | +183.8% | +118.0% | +65.8% | +85.9% |
| All | +87.6% | +118.1% | -30.5% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling