+163.7%
MXL vs RBA
+207.2%
-43.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.8% |
| 7D | +13.4% | +1.7% | +11.7% | +12.6% |
| 30D | -29.2% | +8.3% | -37.6% | -32.5% |
| 3M | -27.2% | +10.5% | -37.8% | -31.9% |
| 6M | -36.4% | -5.9% | -30.6% | -36.7% |
| YTD | +220.0% | -6.9% | +226.9% | +217.7% |
| 1Y | +304.8% | -4.9% | +309.6% | +297.3% |
| 3Y | +238.5% | +64.5% | +174.0% | +150.1% |
| 5Y | -18.8% | +46.1% | -64.8% | -38.8% |
| All | +163.7% | +207.2% | -43.4% | +23.6% |
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