+255.6%
MXL vs CRL
+616.4%
-360.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.7% | +8.7% | +7.5% |
| 7D | +15.5% | -0.6% | +16.0% | +15.7% |
| 30D | -11.3% | +5.0% | -16.3% | -14.1% |
| 3M | -16.1% | +50.6% | -66.7% | -35.1% |
| 6M | +323.0% | +60.9% | +262.1% | +207.2% |
| YTD | +281.5% | +40.7% | +240.8% | +197.1% |
| 1Y | +319.3% | +73.3% | +246.0% | +185.5% |
| 3Y | +189.4% | +40.6% | +148.8% | +106.1% |
| 5Y | +26.0% | -37.0% | +63.0% | +43.2% |
| 10Y | +243.5% | +244.3% | -0.8% | +37.8% |
| All | +255.6% | +616.4% | -360.8% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CRL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling