+163.7%
MXL vs RL
+337.1%
-173.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.8% |
| 7D | +13.4% | +2.6% | +10.8% | +12.1% |
| 30D | -29.2% | +2.9% | -32.2% | -29.9% |
| 3M | -27.2% | 0.0% | -27.2% | -27.2% |
| 6M | -36.4% | +17.1% | -53.5% | -42.6% |
| YTD | +220.0% | +10.1% | +209.9% | +197.4% |
| 1Y | +304.8% | +17.3% | +287.5% | +262.9% |
| 3Y | +238.5% | +249.3% | -10.9% | +75.5% |
| 5Y | -18.8% | +240.9% | -259.7% | -57.6% |
| All | +163.7% | +337.1% | -173.3% | +31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling