+302.4%
MXL vs CRL
+256.1%
+46.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.6% | +6.4% |
| 7D | +18.9% | -3.5% | +22.4% | +21.2% |
| 30D | +0.3% | -2.1% | +2.5% | +1.4% |
| 3M | -8.0% | +48.0% | -56.0% | -28.4% |
| 6M | +341.2% | +64.7% | +276.5% | +214.5% |
| YTD | +327.8% | +39.5% | +288.3% | +233.7% |
| 1Y | +364.9% | +74.2% | +290.7% | +212.9% |
| 3Y | +229.2% | +39.4% | +189.9% | +133.5% |
| 5Y | +42.8% | -36.9% | +79.7% | +69.3% |
| All | +302.4% | +256.1% | +46.4% | +57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling