+296.2%
MXL vs RL
+17.3%
+279.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.3% |
| 7D | +33.1% | +2.4% | +30.7% | +31.7% |
| 30D | -33.5% | +4.6% | -38.0% | -33.8% |
| 3M | -20.7% | -1.1% | -19.6% | -19.5% |
| 6M | -35.9% | +16.5% | -52.4% | -40.1% |
| YTD | +238.3% | +11.4% | +226.9% | +218.0% |
| 1Y | +296.2% | +16.1% | +280.1% | +262.3% |
| All | +296.2% | +17.3% | +279.0% | +262.3% |
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