+206.1%
MXL vs CRL
+36.0%
+170.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.2% |
| 7D | +16.6% | -6.9% | +23.6% | +20.0% |
| 30D | +0.5% | -3.2% | +3.7% | +1.7% |
| 3M | -3.6% | +46.5% | -50.2% | -19.5% |
| 6M | +328.0% | +63.1% | +264.9% | +234.7% |
| YTD | +297.8% | +36.9% | +261.0% | +236.2% |
| 1Y | +339.4% | +78.1% | +261.3% | +224.5% |
| All | +206.1% | +36.0% | +170.1% | +137.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling