+297.0%
MXL vs RGEN
+19.5%
+277.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | 0.0% | -11.1% | -11.1% |
| 7D | -24.3% | -3.5% | -20.8% | -23.7% |
| 30D | -46.1% | -6.0% | -40.1% | -45.6% |
| 3M | -21.8% | +19.0% | -40.8% | -24.6% |
| 6M | -27.2% | +50.7% | -78.0% | -37.2% |
| YTD | +226.2% | +8.8% | +217.4% | +245.6% |
| 1Y | +297.0% | +21.3% | +275.7% | +291.6% |
| All | +297.0% | +19.5% | +277.4% | +291.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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