+297.0%
MXL vs RL
+34.3%
+262.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +4.5% | -15.6% | -12.3% |
| 7D | -24.3% | +5.8% | -30.1% | -25.7% |
| 30D | -46.1% | +12.7% | -58.8% | -48.2% |
| 3M | -21.8% | +9.3% | -31.2% | -24.3% |
| 6M | -27.2% | +16.9% | -44.1% | -32.0% |
| YTD | +226.2% | +17.5% | +208.7% | +198.5% |
| 1Y | +297.0% | +34.6% | +262.4% | +209.1% |
| All | +297.0% | +34.3% | +262.7% | +209.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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