+235.5%
MXL vs RBA
+431.8%
-196.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +1.6% | -2.9% | +4.6% | +3.1% |
| 30D | -7.0% | -12.3% | +5.3% | -1.8% |
| 3M | -33.4% | -20.5% | -12.9% | -27.2% |
| 6M | +260.2% | -18.5% | +278.7% | +287.9% |
| YTD | +260.0% | -18.2% | +278.2% | +284.6% |
| 1Y | +303.5% | -27.5% | +331.0% | +355.6% |
| 3Y | +160.4% | +38.1% | +122.4% | +114.8% |
| 5Y | +14.7% | +44.8% | -30.1% | -10.5% |
| 10Y | +215.6% | +187.1% | +28.5% | +74.4% |
| All | +235.5% | +431.8% | -196.3% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling