+364.9%
MXL vs RL
+8.8%
+356.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.8% | +7.3% |
| 7D | +18.9% | -3.4% | +22.3% | +20.4% |
| 30D | +0.3% | -14.4% | +14.8% | +6.9% |
| 3M | -8.0% | -13.6% | +5.5% | -3.1% |
| 6M | +341.2% | +0.6% | +340.7% | +318.7% |
| YTD | +327.8% | -3.6% | +331.4% | +315.2% |
| 1Y | +364.9% | +8.3% | +356.6% | +293.4% |
| All | +364.9% | +8.8% | +356.1% | +293.4% |
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