+303.5%
MXL vs RBA
-26.5%
+330.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.5% |
| 7D | +1.6% | -2.9% | +4.6% | +2.2% |
| 30D | -7.0% | -12.3% | +5.3% | -3.7% |
| 3M | -33.4% | -20.5% | -12.9% | -29.8% |
| 6M | +260.2% | -18.5% | +278.7% | +274.3% |
| YTD | +260.0% | -18.2% | +278.2% | +270.0% |
| 1Y | +303.5% | -27.5% | +331.0% | +311.9% |
| All | +303.5% | -26.5% | +330.0% | +311.9% |
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