+193.6%
MXL vs RBA
+27.1%
+166.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.0% | +8.0% | +6.8% |
| 7D | +15.5% | -1.1% | +16.5% | +15.9% |
| 30D | -11.3% | -13.2% | +1.9% | -6.3% |
| 3M | -16.1% | -21.4% | +5.3% | -8.9% |
| 6M | +323.0% | -20.9% | +343.9% | +357.2% |
| YTD | +281.5% | -19.9% | +301.4% | +305.6% |
| 1Y | +319.3% | -28.7% | +348.0% | +374.0% |
| All | +193.6% | +27.1% | +166.5% | +172.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling