+263.8%
MXL vs RL
+257.6%
+6.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.4% | +12.8% | +12.3% |
| 7D | +5.5% | -4.4% | +9.8% | +9.5% |
| 30D | -32.6% | +5.6% | -38.2% | -34.5% |
| 3M | -13.1% | -0.6% | -12.5% | -12.7% |
| 6M | -41.4% | +15.5% | -56.8% | -47.9% |
| YTD | +243.9% | +12.3% | +231.6% | +207.9% |
| 1Y | +305.1% | +19.3% | +285.8% | +245.2% |
| All | +263.8% | +257.6% | +6.2% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling