+235.5%
MXL vs CRL
+636.2%
-400.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.5% |
| 7D | +1.6% | -1.0% | +2.7% | +2.2% |
| 30D | -7.0% | +10.7% | -17.7% | -12.5% |
| 3M | -33.4% | +55.3% | -88.7% | -49.2% |
| 6M | +260.2% | +60.7% | +199.5% | +162.3% |
| YTD | +260.0% | +44.6% | +215.3% | +176.4% |
| 1Y | +303.5% | +77.7% | +225.7% | +171.1% |
| 3Y | +160.4% | +37.6% | +122.8% | +88.5% |
| 5Y | +14.7% | -35.8% | +50.5% | +29.3% |
| 10Y | +215.6% | +241.7% | -26.2% | +27.0% |
| All | +235.5% | +636.2% | -400.6% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling