+297.0%
MXL vs RBA
-2.0%
+299.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.1% | -13.2% | -11.1% |
| 7D | -24.3% | +12.7% | -37.0% | -24.5% |
| 30D | -46.1% | +15.5% | -61.6% | -46.3% |
| 3M | -21.8% | -14.0% | -7.8% | -15.8% |
| 6M | -27.2% | -8.8% | -18.4% | -23.7% |
| YTD | +226.2% | -6.9% | +233.1% | +229.2% |
| 1Y | +297.0% | -3.0% | +300.0% | +292.5% |
| All | +297.0% | -2.0% | +299.0% | +292.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling