+371.4%
MXL vs RACE
+647.6%
-276.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +6.7% |
| 7D | +1.6% | -2.5% | +4.2% | +3.1% |
| 30D | -7.0% | +0.8% | -7.8% | -7.4% |
| 3M | -33.4% | +17.2% | -50.6% | -40.3% |
| 6M | +260.2% | +13.6% | +246.6% | +225.4% |
| YTD | +260.0% | +12.2% | +247.7% | +224.5% |
| 1Y | +303.5% | -16.3% | +319.7% | +330.5% |
| 3Y | +160.4% | +36.4% | +124.0% | +93.8% |
| 5Y | +14.7% | +95.0% | -80.3% | -32.4% |
| 10Y | +215.6% | +813.2% | -597.6% | -6.3% |
| All | +371.4% | +647.6% | -276.2% | +52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling