+302.4%
MXL vs RNG
+222.9%
+79.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.7% | +7.6% |
| 7D | +18.9% | -6.1% | +24.9% | +20.7% |
| 30D | +0.3% | +9.6% | -9.3% | -2.8% |
| 3M | -8.0% | +83.3% | -91.4% | -27.0% |
| 6M | +341.2% | +77.9% | +263.3% | +251.5% |
| YTD | +327.8% | +139.9% | +187.9% | +199.9% |
| 1Y | +364.9% | +121.7% | +243.2% | +234.3% |
| 3Y | +229.2% | +121.9% | +107.4% | +124.1% |
| 5Y | +42.8% | -68.4% | +111.1% | +53.1% |
| All | +302.4% | +222.9% | +79.5% | +114.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling