+40.4%
MXL vs CRS
+1,363.4%
-1,323.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.1% | +8.7% | +8.0% |
| 7D | +18.9% | -6.8% | +25.6% | +22.4% |
| 30D | +0.3% | -16.1% | +16.5% | +8.7% |
| 3M | -8.0% | -21.2% | +13.1% | +3.7% |
| 6M | +341.2% | +8.7% | +332.6% | +329.2% |
| YTD | +327.8% | +41.0% | +286.9% | +269.5% |
| 1Y | +364.9% | +82.7% | +282.2% | +251.4% |
| 3Y | +229.2% | +604.8% | -375.6% | +45.4% |
| All | +40.4% | +1,363.4% | -1,323.0% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 5y: compounded portfolio wealth divided by compounded CRS 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…
5y analysis · Full analysis span regression · 6 months rolling