+304.4%
MXL vs RACE
+658.1%
-353.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -46.3% |
| 3M | -21.3% | +2.2% | -23.5% | -22.7% |
| 6M | -46.1% | +22.4% | -68.5% | -53.3% |
| YTD | +208.8% | +13.8% | +195.0% | +175.4% |
| 1Y | +255.5% | +2.2% | +253.3% | +238.5% |
| 3Y | +223.3% | +25.6% | +197.7% | +154.4% |
| 5Y | -18.1% | +71.0% | -89.1% | -47.9% |
| 10Y | +159.9% | +739.1% | -579.2% | -20.5% |
| All | +304.4% | +658.1% | -353.7% | +29.0% |
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