+220.6%
MXL vs RBA
+509.1%
-288.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.5% | +11.9% | +11.6% |
| 7D | +5.5% | +0.6% | +4.8% | +5.2% |
| 30D | -32.6% | +9.0% | -41.6% | -35.7% |
| 3M | -13.1% | +7.2% | -20.3% | -17.4% |
| 6M | -41.4% | -7.8% | -33.6% | -41.0% |
| YTD | +243.9% | -6.4% | +250.3% | +240.9% |
| 1Y | +305.1% | -4.2% | +309.2% | +297.1% |
| 3Y | +260.1% | +64.1% | +196.0% | +172.7% |
| 5Y | -12.1% | +48.4% | -60.5% | -32.6% |
| 10Y | +182.8% | +209.9% | -27.1% | +48.9% |
| All | +220.6% | +509.1% | -288.5% | +7.9% |
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 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