+229.2%
MXL vs RJF
+69.0%
+160.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.6% | +7.6% |
| 7D | +18.9% | -2.7% | +21.6% | +20.7% |
| 30D | +0.3% | -4.3% | +4.6% | +2.7% |
| 3M | -8.0% | +15.7% | -23.8% | -18.6% |
| 6M | +341.2% | +17.8% | +323.4% | +278.9% |
| YTD | +327.8% | +9.2% | +318.7% | +287.4% |
| 1Y | +364.9% | +2.8% | +362.1% | +344.4% |
| 3Y | +229.2% | +69.5% | +159.8% | +199.9% |
| All | +229.2% | +69.0% | +160.2% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 3y: compounded portfolio wealth divided by compounded RJF 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…
3y analysis · Full analysis span regression · 6 months rolling