+302.4%
MXL vs RGEN
+415.7%
-113.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.2% | +7.4% |
| 7D | +18.9% | -1.4% | +20.3% | +19.5% |
| 30D | +0.3% | -0.3% | +0.6% | +0.1% |
| 3M | -8.0% | +23.9% | -31.9% | -18.2% |
| 6M | +341.2% | +38.5% | +302.7% | +269.7% |
| YTD | +327.8% | +0.8% | +327.0% | +310.8% |
| 1Y | +364.9% | +38.2% | +326.7% | +287.9% |
| 3Y | +229.2% | +1.3% | +227.9% | +195.7% |
| 5Y | +42.8% | -44.0% | +86.8% | +54.3% |
| All | +302.4% | +415.7% | -113.3% | +113.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling