+302.4%
MXL vs RMD
+274.3%
+28.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.6% | +8.1% | +7.8% |
| 7D | +18.9% | -4.4% | +23.3% | +20.6% |
| 30D | +0.3% | -3.1% | +3.5% | +1.1% |
| 3M | -8.0% | +13.8% | -21.8% | -14.8% |
| 6M | +341.2% | -8.6% | +349.8% | +344.3% |
| YTD | +327.8% | -8.6% | +336.5% | +329.9% |
| 1Y | +364.9% | -19.7% | +384.6% | +393.8% |
| 3Y | +229.2% | +48.4% | +180.8% | +150.8% |
| 5Y | +42.8% | -22.7% | +65.5% | +45.4% |
| All | +302.4% | +274.3% | +28.1% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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