+270.8%
MXL vs CRS
+1,524.0%
-1,253.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.0% |
| 7D | +16.6% | -4.1% | +20.7% | +18.7% |
| 30D | +0.5% | -16.6% | +17.0% | +9.1% |
| 3M | -3.6% | -14.3% | +10.6% | +5.0% |
| 6M | +328.0% | +11.6% | +316.4% | +307.8% |
| YTD | +297.8% | +42.6% | +255.2% | +237.3% |
| 1Y | +339.4% | +81.8% | +257.6% | +228.2% |
| 3Y | +201.7% | +632.1% | -430.3% | +17.2% |
| 5Y | +32.8% | +1,401.6% | -1,368.9% | -65.0% |
| 10Y | +274.8% | +1,379.0% | -1,104.2% | -15.3% |
| All | +270.8% | +1,524.0% | -1,253.2% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling