+364.9%
MXL vs RBA
-27.6%
+392.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.8% | +3.7% | +6.8% |
| 7D | +18.9% | +0.1% | +18.8% | +18.7% |
| 30D | +0.3% | -2.9% | +3.2% | +1.0% |
| 3M | -8.0% | -20.9% | +12.9% | -3.0% |
| 6M | +341.2% | -17.7% | +358.9% | +357.1% |
| YTD | +327.8% | -18.2% | +346.0% | +339.4% |
| 1Y | +364.9% | -29.1% | +394.0% | +377.5% |
| All | +364.9% | -27.6% | +392.5% | +377.5% |
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