+26.0%
MXL vs RACE
+92.4%
-66.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.0% | +7.0% | +6.6% |
| 7D | +15.5% | -1.0% | +16.5% | +16.0% |
| 30D | -11.3% | -1.5% | -9.8% | -10.6% |
| 3M | -16.1% | +15.5% | -31.6% | -24.1% |
| 6M | +323.0% | +17.3% | +305.7% | +274.6% |
| YTD | +281.5% | +11.1% | +270.4% | +246.8% |
| 1Y | +319.3% | -14.3% | +333.6% | +347.4% |
| 3Y | +189.4% | +40.2% | +149.2% | +91.9% |
| 5Y | +26.0% | +92.6% | -66.6% | -36.7% |
| All | +26.0% | +92.4% | -66.4% | -36.7% |
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