+34.8%
MXL vs RL
+233.3%
-198.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.3% | +10.9% | +9.9% |
| 7D | +19.0% | -0.3% | +19.2% | +18.9% |
| 30D | +4.5% | -17.5% | +22.0% | +19.0% |
| 3M | -1.5% | -14.0% | +12.5% | +7.6% |
| 6M | +348.6% | -2.0% | +350.6% | +335.3% |
| YTD | +310.3% | -4.6% | +314.9% | +305.2% |
| 1Y | +344.7% | +9.5% | +335.2% | +294.8% |
| 3Y | +211.2% | +200.5% | +10.7% | +25.1% |
| 5Y | +34.8% | +226.3% | -191.4% | -49.1% |
| All | +34.8% | +233.3% | -198.5% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling