+303.5%
MXL vs RGEN
+45.2%
+258.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.8% |
| 7D | +1.6% | -4.9% | +6.6% | +2.9% |
| 30D | -7.0% | +5.7% | -12.7% | -8.2% |
| 3M | -33.4% | +32.4% | -65.8% | -39.7% |
| 6M | +260.2% | +33.2% | +227.0% | +217.6% |
| YTD | +260.0% | +2.3% | +257.7% | +267.5% |
| 1Y | +303.5% | +39.0% | +264.5% | +274.9% |
| All | +303.5% | +45.2% | +258.3% | +274.9% |
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