+270.8%
MXL vs RGEN
+4,268.2%
-3,997.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | +16.6% | -2.9% | +19.5% | +17.6% |
| 30D | +0.5% | -0.1% | +0.5% | +0.2% |
| 3M | -3.6% | +25.9% | -29.6% | -11.4% |
| 6M | +328.0% | +35.2% | +292.8% | +282.5% |
| YTD | +297.8% | +0.5% | +297.3% | +287.8% |
| 1Y | +339.4% | +37.0% | +302.4% | +290.8% |
| 3Y | +201.7% | +2.0% | +199.7% | +183.0% |
| 5Y | +32.8% | -44.2% | +76.9% | +40.4% |
| 10Y | +274.8% | +411.6% | -136.8% | +165.3% |
| All | +270.8% | +4,268.2% | -3,997.4% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling