+297.0%
MXL vs RNG
+179.4%
+117.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.2% | -10.9% | -11.1% |
| 7D | -24.3% | -9.6% | -14.8% | -24.6% |
| 30D | -46.1% | -1.4% | -44.7% | -46.1% |
| 3M | -21.8% | +28.8% | -50.6% | -20.4% |
| 6M | -27.2% | +65.6% | -92.8% | -23.4% |
| YTD | +226.2% | +171.4% | +54.8% | +215.1% |
| 1Y | +297.0% | +185.3% | +111.7% | +251.4% |
| All | +297.0% | +179.4% | +117.6% | +251.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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