+282.4%
MXL vs RIO
+382.4%
-100.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.6% |
| 7D | +19.0% | +1.0% | +18.0% | +18.4% |
| 30D | +4.5% | +4.0% | +0.5% | +2.2% |
| 3M | -1.5% | +4.5% | -6.0% | -3.2% |
| 6M | +348.6% | +17.3% | +331.3% | +312.1% |
| YTD | +310.3% | +36.2% | +274.1% | +248.3% |
| 1Y | +344.7% | +76.1% | +268.6% | +232.3% |
| 3Y | +211.2% | +102.5% | +108.7% | +114.2% |
| 5Y | +34.8% | +103.5% | -68.7% | -9.7% |
| 10Y | +286.5% | +619.2% | -332.6% | +45.3% |
| All | +282.4% | +382.4% | -100.0% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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