-18.1%
MXL vs RACE
+69.7%
-87.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -3.0% | -3.3% |
| 7D | -15.9% | +0.2% | -16.1% | -16.0% |
| 30D | -44.0% | +6.6% | -50.6% | -46.2% |
| 3M | -21.3% | +2.2% | -23.5% | -22.5% |
| 6M | -46.1% | +22.4% | -68.5% | -53.1% |
| YTD | +208.8% | +13.8% | +195.0% | +176.9% |
| 1Y | +255.5% | +2.2% | +253.3% | +242.0% |
| 3Y | +223.3% | +25.6% | +197.7% | +141.9% |
| 5Y | -18.1% | +71.0% | -89.1% | -53.5% |
| All | -18.1% | +69.7% | -87.8% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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