+302.4%
MXL vs RBA
+206.5%
+96.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.8% | +3.7% | +5.7% |
| 7D | +18.9% | +0.1% | +18.8% | +18.8% |
| 30D | +0.3% | -2.9% | +3.2% | +1.3% |
| 3M | -8.0% | -20.9% | +12.9% | +1.2% |
| 6M | +341.2% | -17.7% | +358.9% | +375.0% |
| YTD | +327.8% | -18.2% | +346.0% | +357.9% |
| 1Y | +364.9% | -29.1% | +394.0% | +434.7% |
| 3Y | +229.2% | +29.5% | +199.7% | +176.2% |
| 5Y | +42.8% | +40.2% | +2.5% | +10.3% |
| All | +302.4% | +206.5% | +96.0% | +103.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling